2017
Том 69
№ 9

All Issues

Large deviations in the problem of distinguishing the counting processes

Lin'kov Yu. N.

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Abstract

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.

English version (Springer): Ukrainian Mathematical Journal 45 (1993), no. 11, pp 1703-1712.

Citation Example: Lin'kov Yu. N. Large deviations in the problem of distinguishing the counting processes // Ukr. Mat. Zh. - 1993. - 45, № 11. - pp. 1514–1521.

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