zbMATH — the first resource for mathematics

Examples
 Geometry Search for the term Geometry in any field. Queries are case-independent. Funct* Wildcard queries are specified by * (e.g. functions, functorial, etc.). Otherwise the search is exact. "Topological group" Phrases (multi-words) should be set in "straight quotation marks". au: Bourbaki & ti: Algebra Search for author and title. The and-operator & is default and can be omitted. Chebyshev | Tschebyscheff The or-operator | allows to search for Chebyshev or Tschebyscheff. "Quasi* map*" py: 1989 The resulting documents have publication year 1989. so: Eur* J* Mat* Soc* cc: 14 Search for publications in a particular source with a Mathematics Subject Classification code (cc) in 14. "Partial diff* eq*" ! elliptic The not-operator ! eliminates all results containing the word elliptic. dt: b & au: Hilbert The document type is set to books; alternatively: j for journal articles, a for book articles. py: 2000-2015 cc: (94A | 11T) Number ranges are accepted. Terms can be grouped within (parentheses). la: chinese Find documents in a given language. ISO 639-1 language codes can also be used.

Operators
 a & b logic and a | b logic or !ab logic not abc* right wildcard "ab c" phrase (ab c) parentheses
Fields
 any anywhere an internal document identifier au author, editor ai internal author identifier ti title la language so source ab review, abstract py publication year rv reviewer cc MSC code ut uncontrolled term dt document type (j: journal article; b: book; a: book article)
Asymptotically optimal sequential tests for nonhomogeneous processes. (English) Zbl 0899.62100
Summary: It is shown that under certain conditions the matrix sequential probability ratio test (SPRT) and the combinations of “rejecting” SPRTs minimize all moments of the stopping time distribution in the problem of sequential testing of several simple hypotheses for nonhomogeneous processes when probabilities of errors tend to zero. We consider the general case of observation processes with discrete or continuous time parameter and asymmetric (relative to probabilities of errors) classes of tests.

MSC:
 62L10 Sequential statistical analysis 62M02 Markov processes: hypothesis testing 60G40 Stopping times; optimal stopping problems; gambling theory
Full Text: