On the converse theorem in statistical hypothesis testing for Markov chains
On the converse theorem in statistical hypothesis testing for Markov chains
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DOI：
10.1109/18.212294
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发表时间：
1993-03
期刊：
影响因子：
--
通讯作者：
K. Nakagawa;F. Kanaya
中科院分区：
文献类型：
--
作者：
K. Nakagawa;F. Kanaya
研究了两个马尔可夫链的假设检验问题。在第一类错误概率小于或等于exp(-Rn)的约束下，使第二类错误概率最小。定义了连接两条马氏链的测地线。通过对测地线的分析，计算了幂指数，并用Kullback-Leibler散度表示。>；
Hypothesis testing for two Markov chains is considered. Under the constraint that the error probability of the first kind is less than or equal to exp(-rn), the error probability of the second kind is minimized. The geodesic that connects the two Markov chains is defined. By analyzing the geodesic, the power exponents are calculated and then represented in terms of Kullback-Leibler divergence. >