Large deviations in the problem of distinguishing the counting processes
We prove the general limit theorem on probability of large deviations of the logarithm of the likelihood ratio with the null hypothesis and alternative. Weaker versions of the principle of large deviations are obtained in predictable terms for the problem of distinguishing the counting processes. Th...
Збережено в:
| Дата: | 1993 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | Російська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
1993
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/5958 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512182371876864 |
|---|---|
| author | Lin'kov, Yu. N. Линьков, Ю. Н. Линьков, Ю. Н. |
| author_facet | Lin'kov, Yu. N. Линьков, Ю. Н. Линьков, Ю. Н. |
| author_sort | Lin'kov, Yu. N. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-19T09:21:58Z |
| description | We prove the general limit theorem on probability of large deviations of the logarithm of the likelihood ratio with the null hypothesis and alternative. Weaker versions of the principle of large deviations are obtained in predictable terms for the problem of distinguishing the counting processes. The case of counting processes with deterministic compensators is studied. |
| first_indexed | 2026-03-24T03:24:43Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5958 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:24:43Z |
| publishDate | 1993 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/95/a3277723e4499b6284c7686415169d95.pdf |
| spelling | umjimathkievua-article-59582020-03-19T09:21:58Z Large deviations in the problem of distinguishing the counting processes Большие уклонения в задаче различения считающих процессов Lin'kov, Yu. N. Линьков, Ю. Н. Линьков, Ю. Н. We prove the general limit theorem on probability of large deviations of the logarithm of the likelihood ratio with the null hypothesis and alternative. Weaker versions of the principle of large deviations are obtained in predictable terms for the problem of distinguishing the counting processes. The case of counting processes with deterministic compensators is studied. Доведено загальну граничну теорему для ймовірностей великих відхилень логарифма відношення правдоподібності з нульовою гіпотезою та з альтернативою. Одержано більш слабкі варіанти теореми про великі відхилення в передбачених термінах у задачі розрізнення лічильних процесів. Досліджено випадок лічильних процесів з детермінованими компенсаторами. Institute of Mathematics, NAS of Ukraine 1993-11-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5958 Ukrains’kyi Matematychnyi Zhurnal; Vol. 45 No. 11 (1993); 1514–1521 Український математичний журнал; Том 45 № 11 (1993); 1514–1521 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5958/8599 https://umj.imath.kiev.ua/index.php/umj/article/view/5958/8600 Copyright (c) 1993 Lin'kov Yu. N. |
| spellingShingle | Lin'kov, Yu. N. Линьков, Ю. Н. Линьков, Ю. Н. Large deviations in the problem of distinguishing the counting processes |
| title | Large deviations in the problem of distinguishing the counting processes |
| title_alt | Большие уклонения в задаче различения считающих процессов |
| title_full | Large deviations in the problem of distinguishing the counting processes |
| title_fullStr | Large deviations in the problem of distinguishing the counting processes |
| title_full_unstemmed | Large deviations in the problem of distinguishing the counting processes |
| title_short | Large deviations in the problem of distinguishing the counting processes |
| title_sort | large deviations in the problem of distinguishing the counting processes |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5958 |
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