Second order optimal sequential discrimination between Markov chains

MaRDI QIDQ1856459zbMATH OpenFDO

Authors M. B. Malyutov, I. I. Tsitovich

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

controlled Markov chainmean length of strategysecond order optimalitysequential test

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Sequential statistical design (62L05) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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Cited in

(4)

• An asymptotic formula for the Bayes risk in discriminating between two Markov chains
• On sequential discrimination between close Markov chains
• Second-order optimal sequential tests
• On Sequential Discrimination Between Close Markov Chains

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