Discrimination Between B-Processes is Impossible

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Discrimination between B-processes is impossible

Two series of binary observations x1, x1, . . . and y1, y2, . . . are presented: xn and yn are given at each time n ∈ N. It is assumed that the sequences are generated independently of each other by two Bprocesses. The question of interest is whether the sequences represent a typical realization of two different processes or of the same one. It is demonstrated that this is impossible to decide,...

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ژورنال

عنوان ژورنال: Journal of Theoretical Probability

سال: 2009

ISSN: 0894-9840,1572-9230

DOI: 10.1007/s10959-009-0263-1