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Large deviations in the problem of distinguishing the counting processes

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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.

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Authors and Affiliations

  1. Institute of Applied Mathematics and Mechanics, Ukrainian Academy of Sciences, Donetsk

    Yu. N. Lin'kov

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  1. Yu. N. Lin'kov
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 11, pp. 1514–1521, November, 1993.

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Lin'kov, Y.N. Large deviations in the problem of distinguishing the counting processes. Ukr Math J 45, 1703–1712 (1993). https://doi.org/10.1007/BF01060860

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  • DOI: https://doi.org/10.1007/BF01060860

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