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Erschienen in:
2001 | OriginalPaper | Buchkapitel
Asymptotically Optimal Sequential Discrimination between Markov Chains
verfasst von : M. B. Malyutov, I. I. Tsitovich
Erschienen in: mODa 6 — Advances in Model-Oriented Design and Analysis
Verlag: Physica-Verlag HD
Enthalten in: Professional Book Archive
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An asymptotic lower bound is derived involving a second additive term of order $$ {\text{ as }}\alpha \to 0 $$ for the mean length of a sequential strategy s for discrimination between two statistical models for Markov chains. The parameter a is the maximal error probability of s. A sequential strategy is outlined attaining (or almost attaining) this asymptotic bound uniformly over the distributions of models including those from the indifference zone.