Large deviations in the problem of distinguishing the counting processes

• Datum: 1993
• Hauptverfasser: Lin'kov, Yu. N., Линьков, Ю. Н.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1993
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/5958
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...