Abstract:
The variable ρ(p;A,B) is introduced to characterize, for a given vector p, the distance between finite sets A and B of vectors of probabilities of outcomes in polynomial schemes of trials having a common set of outcomes. In the case of singletons A={a}, B={p} the value of ρ(p;A,B) coincides with the Chernov distance between p and a. We indicate the probabilistic sense of the generalized Chernov distance ρ(p;A,B) and establish some of its properties. For distinguishing between m polynomial distributions (n,p1),…,(n,pm) we consider a Bayesian decision rule, where the proper distribution is found in k∈{1,…,m−1} most plausible variants. For this rule, we find explicit and asymptotic (as n→∞) estimates of probabilities of errors depending on at most Ckm−1 generalized Chernov distances and, moreover, establish, in a sense, its optimality.
Keywords:
polynomial scheme of trials, Kullback–Leibler distance, Chernov distance, distinguishing between several simple hypotheses, Bayesian decision rule, estimates of probabilities of errors.
Citation:
N. P. Salikhov, “On one generalization of Chernov's distance”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 294–314; Theory Probab. Appl., 43:2 (1999), 239–255
\Bibitem{Sal98}
\by N.~P.~Salikhov
\paper On one generalization of Chernov's distance
\jour Teor. Veroyatnost. i Primenen.
\yr 1998
\vol 43
\issue 2
\pages 294--314
\mathnet{http://mi.mathnet.ru/tvp1466}
\crossref{https://doi.org/10.4213/tvp1466}
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\zmath{https://zbmath.org/?q=an:0942.62005}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 2
\pages 239--255
\crossref{https://doi.org/10.1137/S0040585X97976854}
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Linking options:
https://www.mathnet.ru/eng/tvp1466
https://doi.org/10.4213/tvp1466
https://www.mathnet.ru/eng/tvp/v43/i2/p294
This publication is cited in the following 12 articles:
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Li K., “Discriminating quantum states: The multiple Chernoff distance”, Ann. Stat., 44:4 (2016), 1661–1679
Sabina Zejnilovic, Joao Xavier, Joao Gomes, Bruno Sinopoli, 2015 IEEE International Symposium on Information Theory (ISIT), 2015, 2914
Nair R., Guha S., Tan S.-H., “Realizable Receivers For Discriminating Coherent and Multicopy Quantum States Near the Quantum Limit”, Phys. Rev. A, 89:3 (2014), 032318
Koenraad M. R. Audenaert, Milán Mosonyi, “Upper bounds on the error probabilities and asymptotic error exponents in quantum multiple state discrimination”, Journal of Mathematical Physics, 55:10 (2014)
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Nussbaum M., Szkola A., “Asymptotically Optimal Discrimination between Pure Quantum States”, Theory of Quantum Computation, Communication, and Cryptography, Lecture Notes in Computer Science, 6519, 2011, 1–8
Michael Nussbaum, Arleta Szkoła, “An asymptotic error bound for testing multiple quantum hypotheses”, Ann. Statist., 39:6 (2011)
Nussbaum M., Szkola A., “Exponential error rates in multiple state discrimination on a quantum spin chain”, J Math Phys, 51:7 (2010), 072203
N. P. Salikhov, “Optimal Sequences of Tests for Several Polynomial Schemes of Trials”, Theory Probab. Appl., 47:2 (2003), 286
A. S. Rybakov, “On the asymptotic optimality of the Bayesian decision rule in the problem of multiple classification of hypotheses”, Theory Probab. Appl., 45:4 (2001), 690–695