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1. The square root law in the embedding detection problem for Markov chains with unknown matrix of transition probabilities.

Author

Volgin, Artem V.

Subjects
*PROBABILITY theory, *EMBEDDINGS (Mathematics), *MARKOV processes, *MATRICES (Mathematics), *SQUARE root
Abstract

We consider the classical model of embeddings in a simple binary Markov chain with unknown transition probability matrix. We obtain conditions on the asymptotic growth of lengths of the original and embedded sequences sufficient for the consistency of the proposed statistical embedding detection test. [ABSTRACT FROM AUTHOR]

Published
2019
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