MINIMAX SEQUENTIAL ESTIMATION BASED ON RANDOM FIELDS
Abstract: The problem of minimax sequential estimation for random fields is considered. A
theorem which is a generalization of the results of Dvoretzky, Kiefer and Wolfowitz [2],
Rhiel [7], Wilczyński [15], Trybuła [14], and Różański [9]-[12] is proved. This theorem is
applicable to the pase of a Poisson random field when the cost of observation depends on a
state of the process.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -