Chernoff bounds for discriminating between two markov processes

DOI10.1080/17442507908833121zbMath0408.62070OpenAlexW1973145986MaRDI QIDQ4195807

B. W. Stuck, Charles M. Newman

Publication date: 1979

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507908833121

zbMATH Keywords

Likelihood Ratio TestMarkov ProcessInfinitesimal GeneratorsChernoff BoundsError Probabilities

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Markov processes: hypothesis testing (62M02)

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Cites Work

• Note on product formulas for operator semigroups
• Chernoff bounds on the error probability for the detection of non-Gaussian signals
• Probability of error, equivocation, and the Chernoff bound
• The inner product of path space measures corresponding to random processes with independent increments
• Lower bounds to error probability for coding on discrete memoryless channels. I
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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