Identification.DVI


Mathematical Problems of Computer Science 32, 74{77, 2009.

On Reliable I denti¯cation of T wo I ndependent M ar kov

Chain Distr ibutions

L e a d e r N a va e i

Payame Noor University, Iran

ashkan l1380@yahoo.com

Abstract

In this paper the problem of logarithmically asymptotically optimal (LAO) iden-
ti¯cation of distributions for two independent simple homogeneous stationary Markov
chains with ¯nite number of states is studied. The problem of identi¯cation under reli-
ability requirement of distributions for one Markov chain was studied by Haroutunian
and Navaei.

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