Robustness in sequential discrimination of Markov chains under "Contamination"

被引：0
作者：
Kharin, A [1 ]
机构：
[1] Belarusian State Univ, BY-220050 Minsk, BELARUS
来源：
THEORY AND APPLICATION OF RECENT ROBUST METHODS | 2004年
关键词：
robustness; sequential test; Markov chain;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The problem of robustness is considered for sequential hypotheses testing on the parameters of Markov chains. The exact expressions for the conditional error probabilities, and for the conditional expected sequence lengths are obtained. Robustness analysis under "contamination" is performed. Numerical results are given to illustrate the theory.
引用
收藏
页码：165 / 171
页数：7
相关论文
共 50 条
  • [31] Probabilistic causes in Markov chains
    Robin Ziemek
    Jakob Piribauer
    Florian Funke
    Simon Jantsch
    Christel Baier
    Innovations in Systems and Software Engineering, 2022, 18 : 347 - 367
  • [32] On Time Duality for Markov Chains
    Keller, Peter
    Roelly, Sylvie
    Valleriani, Angelo
    STOCHASTIC MODELS, 2015, 31 (01) : 98 - 118
  • [33] Markov chains and rough sets
    Koppula, Kavitha
    Kedukodi, Babushri Srinivas
    Kuncham, Syam Prasad
    SOFT COMPUTING, 2019, 23 (15) : 6441 - 6453
  • [34] On "sluggish transients" in Markov chains
    O'Cinneide, C
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2002, 24 (02) : 320 - 333
  • [35] ON THE LONGEST RUNS IN MARKOV CHAINS
    Liu, Zhenxia
    Yang, Xiangfeng
    PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2018, 38 (02): : 407 - 428
  • [36] Models for the extremes of Markov chains
    Bortot, P
    Tawn, JA
    BIOMETRIKA, 1998, 85 (04) : 851 - 867
  • [37] Commutation relations and Markov chains
    Fulman, Jason
    PROBABILITY THEORY AND RELATED FIELDS, 2009, 144 (1-2) : 99 - 136
  • [38] Occupation measures for Markov chains
    Dinwoodie, IH
    Ney, P
    JOURNAL OF THEORETICAL PROBABILITY, 1995, 8 (03) : 679 - 691
  • [39] Testing lumpability in Markov chains
    Jernigan, RW
    Baran, RH
    STATISTICS & PROBABILITY LETTERS, 2003, 64 (01) : 17 - 23
  • [40] Semigroups, rings, and Markov chains
    Brown, KS
    JOURNAL OF THEORETICAL PROBABILITY, 2000, 13 (03) : 871 - 938
12345