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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...

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Bibliographic Details
Date:	1993
Main Authors:	Lin'kov, Yu. N., Линьков, Ю. Н.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 1993
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5958
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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