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WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 9, Fasc. 1,
pages 77 - 93
 

SEQUENTIAL ESTIMATION IN RANDOM FIELDS

Roman Różański

Abstract: Absolute continuity of measures m
 h  , generated by a random field and a Markov stopping set t, is considered. The analogue of Sudakov lemma is proved. Moreover, with some additional assumptions on t, the author proves the absolute continuity of the measure m
 h  with respect to the measure m
 h0  on the s -algebra F .
 t

Results obtained in the paper make it possible to characterize efficient (in the sense of Cramer-Rao-Wolfowitz inequality) sequential plans for some random fields.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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