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Chernoff bounds for discriminating between two Markov processes. (English) Zbl 0408.62070


MSC:

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

Citations:

Zbl 0048.118
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Full Text: DOI

References:

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[12] Newman, C.M. 1973. The orthogonality of independent increment processes. Courant Institute of Mathematical Sciences. 1973. · Zbl 0269.60055
[13] Riordan J., Stochastic Service Systems (1962) · Zbl 0106.33601
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[17] Naylor A. W., Linear Operator Theory in Engineering and Science (1971)
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