SOFIA SAGAR KAVALI

Asymptotically Optimal Sequential Testing with Markovian Data

We study one-sided and $\alpha$-correct sequential hypothesis testing for data generated by an ergodic Markov chain. The *null* hypothesis is that the unknown transition matrix belongs to a prescribed set $\cal P$ of stochastic matrices, and the *alternative* corresponds to a disjoint set $\cal Q$. …