Moderate deviations and hypothesis testing for signal detection problem

DOI10.1007/s11425-012-4514-8zbMath1318.62270OpenAlexW2009111833MaRDI QIDQ1934407

Shoujiang Zhao, Fu Qing Gao

Publication date: 28 January 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-012-4514-8

zbMATH Keywords

hypothesis testinglarge deviationssignal detectionmoderate deviations

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13) Large deviations (60F10) Markov processes: hypothesis testing (62M02)

Related Items (4)

Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift ⋮ Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators ⋮ On asymptotically efficient statistical inference on a signal parameter ⋮ Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift

Cites Work

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• Dirichlet forms and symmetric Markov processes
• Absolute continuity of symmetric diffusions
• Sharp explicit lower bounds of heat kernels
• Hoeffding's inequality for uniformly ergodic Markov chains
• Moderate deviations of dependent random variables related to CLT
• Moderate deviations for martingales and mixing random processes
• Hypothesis Testing for Signal Detection Problem and Large Deviations
• The strong converse theorem for hypothesis testing
• Hypothesis testing and information theory
• On the converse theorem in statistical hypothesis testing for Markov chains

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