Moderate Deviations Analysis of Binary Hypothesis Testing

Igal Sason

备注：: Presented at the 2012 IEEE International Symposium on Information Theory (ISIT 2012) at MIT, Boston, July 2012. It appears in the Proceedings of ISIT 2012 on pages 826-830
DOI：: 10.1109/ISIT.2012.6284675

英文摘要：

This paper is focused on the moderate-deviations analysis of binary hypothesis testing. The analysis relies on a concentration inequality for discrete-parameter martingales with bounded jumps, where this inequality forms a refinement to the Azuma-Hoeffding inequality. Relations of the analysis to the moderate deviations principle for i.i.d. random variables and to the relative entropy are considered.

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