On sequential discrimination between close Markov chains

DOI10.1016/J.ENDM.2005.07.063zbMath1158.62336OpenAlexW2138237780MaRDI QIDQ3439288

D. M. Malyutov, M. B. Malyutov

Publication date: 29 May 2007

Published in: Electronic Notes in Discrete Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.endm.2005.07.063

zbMATH Keywords

Markov chainsequential testmaximal error probabilitymean length of strategies

Mathematics Subject Classification ID

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

Cites Work

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• Second order optimal sequential discrimination between Markov chains
• Sequential Experimental Design Procedures
• Information bounds and quick detection of parameter changes in stochastic systems

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