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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1979 Volume 85, Pages 129–136 (Mi znsl2957)

On the optimal choise of the moments, of observation in a problem of distinguishing of stochastic processes

S. B. Makarova


Abstract: The problem of distinguishing two Wiener processes in considered when the number and not the moments of observations is fixed and the character of the random error is also given. Questions connected with the problem of optimal choice of the moments of observations are considered, and the asimptotical behavior of the distance between corresponding finite-dimentional distribution is described.

UDC: 519.73


 English version:
Journal of Soviet Mathematics, 1982, 20:3, 2196–2201

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© Steklov Math. Inst. of RAS, 2024