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- W1974510903 abstract "We consider the optimal tests based on the likelihood ratio for discriminating between two Markov chains having a common finite phase space ℒ. Their risks are expressed in terms of probabilities of large deviations for sum of random variables defined on another Markov chain with the phase space ℒ × ℒ. Both simple and composite alternatives are considered. The established asymptotic formulas for the considered risks are precise." @default.
- W1974510903 created "2016-06-24" @default.
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- W1974510903 date "2003-01-01" @default.
- W1974510903 modified "2023-10-18" @default.
- W1974510903 title "Limit theorems and testing hypotheses on Markov chains" @default.
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- W1974510903 doi "https://doi.org/10.1515/156939203322733282" @default.
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