Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Exact boundaries in sequential testing for phase-type distributions   We consider Wald's sequential probability ratio test for deciding whether a
sequence of independent and identically distributed observations comes from a
specified phase-type distribution or from an exponentially tilted alternative
distribution. In this setting, we derive exact decision boundaries for given
Type I and Type II errors by establishing a link with ruin theory. Information
on the mean sample size of the test can be retrieved as well. The approach
relies on the use of matrix-valued scale functions associated to a certain
one-sided Markov additive process. By suitable transformations the results also
apply to other types of distributions including some distributions with
regularly varying tail.

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The categories of this paper are: eess
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The categories of this paper are: acc-phys
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The categories of this paper are: bayes-an
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The categories of this paper are: supr-con
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The categories of this paper are: patt-sol
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The categories of this paper are: comp-gas
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The categories of this paper are: ao-sci
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The categories of this paper are: astro-ph
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The categories of this paper are: cmp-lg
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The categories of this paper are: econ
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The categories of this paper are: chem-ph
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The categories of this paper are: hep-ex
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The categories of this paper are: mtrl-th
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The categories of this paper are: nucl-th
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The categories of this paper are: adap-org
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The categories of this paper are: math-ph