SEQUENTIAL ESTIMATION IN RANDOM FIELDS
Abstract: Absolute continuity of measures
, generated by a random field and a
Markov stopping set
is considered. The analogue of Sudakov lemma is proved.
Moreover, with some additional assumptions on
the author proves the absolute
continuity of the measure
with respect to the measure
on the
-algebra
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: -