Abstract: In this paper, the problem of identification of distributions
of simple homogeneous stationary Markov chain with a finite number of states is
solved. The problem has been formulated by Ahlswede and Haroutunian on
identification of hypotheses and solved for the case of the sequence of
independent observations.
Keywords and phrases: Markov chain, hypotheses testing, identification, error probability, reliabilities, irreducible matrices of transition.
