On Optimal Identification of Markov Chain Distribution Subject to the Reliability Criterion

Authors

  • Evgueni A. Haroutunian Institute for Informatics and Automation Problems of NAS RA
  • Leader Navaei Payame Noor University

Abstract

In this paper the identification of distribution of simple homogeneous stationary Markov chain with a finite number of states is studied. The problem has been formulated by Ahlswede and Haroutunian on identification of hypotheses and solved for the case of the sequence of independent observations.

References

R.F. Ahlswede and E.A. Haroutunian, “On logarithmically asymptotically optimal testing of hypotheses and identification", Lecture Notes in Computer Science, vol. 4123. “General Theory of Information Transfer and Combinatorics" Springer, pp. 462-478, 2006.

E.A. Haroutunian, “Reliability in multiple testing and identification problems", NATO Science Series III: Computer and Systems Sciences, vol. 198, pp. 189-201, IOS Oress, 2005.

E.A. Haroutunian, “On asymptotically optimal testing of hypotheses concerning Markov chain", (in Russian). Izvestia Acad. Nauk Armenian SSR. Seria Mathem. vol. 22, no. 1. pp. 76-80, 1988.

L. Navaei, “Application of LDT to many hypotheses optimal testing for Markov chain", Mathematical Problems of Computer Science, vol. 31, pp. 73-78, 2008.

E.A. Haroutunian, M.E. Haroutunian and A.N. Harutyunyan, “Reliability criteria in information theory and in statistical hypothesis testing", Foundations and Trends in Communications and Information Theory, vol. 4, no. 2-3, 2008.

Downloads

Published

2021-12-10

How to Cite

Haroutunian, E. A. ., & Navaei , . L. . (2021). On Optimal Identification of Markov Chain Distribution Subject to the Reliability Criterion. Mathematical Problems of Computer Science, 32, 65–69. Retrieved from http://mpcs.sci.am/index.php/mpcs/article/view/366

Most read articles by the same author(s)

<< < 1 2