D:\sbornik\...\MARKOV.DVI


Mathematical Problems of Computer Science 32, 65{69, 2009.

On Optimal I denti¯cation of M ar kov Chain

Distr ibution Subject to the Reliability Cr iter ion

Evgueni A. Haroutuniany and Leader Navaeiz

yInstitute for Informatics and Automation Problem of NAS of RA
ddag Payame Noor University, Iran

evhar@ipia.sci.am, ashkan l1380@yahoo.com

Abstract

In this paper the identi¯cation of distribution of simple homogeneous stationary
Markov chain with a ¯nite number of states is studied. The problem has been formu-
lated by Ahlswede and Haroutunian on identi¯cation of hypotheses and solved for the
case of the sequence of independent observations.

Refer ences

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6 6 On Optimal Identi¯cation of Markov Chain Distribution Subject to the Reliability Criterion

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