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.
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页码：165 / 171
页数：7
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