Sequential hypothesis testing is viewed as a random walk example. Threshold hypothesis tests are distinguished from random walk thresholds. Random walk threshold probabilities are analyzed by Chernoff bounds.
Attribution: The Open Education Consortium
http://www.ocwconsortium.org/courses/view/52c531147e9d137055b189fec5cb4647/
Course Home http://videolectures.net/mit6262f2011_gallager_lec21/
