关于二元假设检验的集中不等式与大偏差分析的再探讨
信息论
2012-07-17 v2 math.IT
摘要
本文首先针对具有一致有界跳变的离散参数鞅，引入了 Azuma-Hoeffding 不等式的一个改进版本。该改进不等式被用于重新探讨二元假设检验的大偏差分析。
引用
@article{arxiv.1111.1992,
title = {On Concentration and Revisited Large Deviations Analysis of Binary Hypothesis Testing},
author = {Igal Sason},
journal= {arXiv preprint arXiv:1111.1992},
year = {2012}
}
备注
This paper (7 pages) is closely related to a presentation at the 2012 Workshop on Information Theory and Applications, La Jolla, California, USA, February 2012