Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 10, Tome 207 (1993), pp. 5-12
Citer cet article
N. K. Bakirov. An application of the Neyman–Oearson lemma to Gaussian processes. Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 10, Tome 207 (1993), pp. 5-12. http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a0/
@article{ZNSL_1993_207_a0,
author = {N. K. Bakirov},
title = {An application of the {Neyman{\textendash}Oearson} lemma to {Gaussian} processes},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {5--12},
year = {1993},
volume = {207},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a0/}
}
TY - JOUR
AU - N. K. Bakirov
TI - An application of the Neyman–Oearson lemma to Gaussian processes
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1993
SP - 5
EP - 12
VL - 207
UR - http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a0/
LA - ru
ID - ZNSL_1993_207_a0
ER -
%0 Journal Article
%A N. K. Bakirov
%T An application of the Neyman–Oearson lemma to Gaussian processes
%J Zapiski Nauchnykh Seminarov POMI
%D 1993
%P 5-12
%V 207
%U http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a0/
%G ru
%F ZNSL_1993_207_a0
Let $\xi(t)$, $i=1,2$, $t\in[0,1]$, be Gaussian zero mean processes with continuous sample paths. Bounds for the probabilities $$ \beta_i=\mathsf P\{\xi_i(t)-a_i(t)\in B\},\qquad i=1,2, $$ are given, where $a_i\in C[0,1]$ and $B$ is a Borel subset of $C[0,1]$. Bibliography: 5 titles.
