2 research outputs found

    On detection of Gaussian stochastic sequences

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    The problem of minimax detection of Gaussian random signal vector in White Gaussian additive noise is considered. It is supposed that an unknown vector Οƒ\boldsymbol{\sigma} of the signal vector intensities belong to the given set E{\mathcal E}. It is investigated when it is possible to replace the set E{\mathcal E} by a smaller set E0{\mathcal E}_{0} without loss of quality (and, in particular, to replace it by a single point Οƒ0\boldsymbol{\sigma}_{0}).Comment: Problems of Information Transmission, vol. 53, no. 4, pp. 47--66, 201

    Two theorems on distribution of Gaussian quadratic forms

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    New results on comparison of distributions of Gaussian quadratic forms are presentedComment: Problems of Information Transmission, v. 53, no. 3, pp. 3--15, 201
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