Sequential Comparison of Two Markov Chains
本文将Girshick(1946)提出的两个独立同分布随机变量序列的序贯比较方法推广到两个定义在同一有限状态空间上的正正则马尔可夫链的序贯比较。
This paper generalizes the procedure proposed by Girshick (1946) for sequential comparison of two sequences of independent and identically distributed random variables to the sequential comparison of two positive regular Markov chains, both defined on the same finite state space.