The problem of robustness is considered for sequential hypotheses testing on the parameters of Markov chains. The exact expressions for the conditional error probabilities, and for the conditional expected sequence lengths are obtained. Robustness analysis under "contamination" is performed. Numerical results are given to illustrate the theory.
CITATION STYLE
Kharin, A. (2004). Robustness in Sequential Discrimination of Markov Chains under “Contamination.” In Theory and Applications of Recent Robust Methods (pp. 165–171). Birkhäuser Basel. https://doi.org/10.1007/978-3-0348-7958-3_15
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