{"entities":{"Q1765992":{"pageid":1776734,"ns":120,"title":"Item:Q1765992","lastrevid":43314116,"modified":"2025-07-24T15:29:09Z","type":"item","id":"Q1765992","labels":{"en":{"language":"en","value":"Optimal speed of detection in generalized Wiener disorder problems."}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2138887"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$75AA5385-961A-4EF6-91A7-BD86D58B90A2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"70b117cdec362b7c43165494334ff1090793174d","datavalue":{"value":{"text":"Optimal speed of detection in generalized Wiener disorder problems.","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1765992$0CC5C289-AB51-4312-92E6-21498DB910BD","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"351fd2c57d8d72d88745a46148d77b362550d672","datavalue":{"value":"1059.60055","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1765992$09C8919F-05CD-402E-A8D6-652754C08CC2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"855c8103ceafca102c48dd9d5e58cb5177dd40e8","datavalue":{"value":"10.1016/S0304-4149(01)00098-9","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1765992$C080BBFD-E4A6-4017-A808-5AC82B8DE7FF","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"68316f93992abfe3a4e2b83664643c7383646cc3","datavalue":{"value":{"entity-type":"item","numeric-id":1085885,"id":"Q1085885"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$9B748B09-0C66-481F-B762-3E430F6B3134","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"36a71a26d896cba46305916cfc4a181336c7c241","datavalue":{"value":{"entity-type":"item","numeric-id":2182143,"id":"Q2182143"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$9D4E9918-46E9-4358-BCF6-1AF86CBD3E15","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$09F34325-F56E-483A-8C99-377E0D7F4D9F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"ccd3afca070fb9c1f222b2e6f71567886f3a19c1","datavalue":{"value":{"time":"+2005-02-25T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1765992$5F874690-28B9-4E02-9329-902F27360486","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"4022cac3b6d78e13b3806711d7100582253943a6","datavalue":{"value":"A general Wiener disorder problem is studied where the scalar observation process is defined by  \\[ dY^\\varepsilon _t= S_th(t-\\tau )\\,dt +\\varepsilon \\,dW_t, \\quad Y_0^\\varepsilon =0, \\]  where \\(S_t\\) is a right-continuous jump process given as \\(S_t=0\\) if \\(0\\leq t<\\tau \\) and \\(S_t= X\\) for \\(t\\geq \\tau \\), \\(X\\in \\mathbb R \\) and \\(\\tau \\in (0,\\infty )\\) being independent finite random variables with given distribution functions, representing the jump size and the change point, respectively. The aim is to detect a general time profile \\(h\\) which size \\(X\\), unlike in the standard Wiener disorder problems, is unknown. The problem is formulated within the Bayesian framework of nonlinear filtering theory. Explicit expressions for the detection delay in the optimal statistics for small noise intensities are given and detection delays of recursive suboptimal detection algorithms are discussed.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1765992$6FEA3F10-4E23-463A-A424-300DF23E3E06","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"8d3c102b5b56d5cea4c8f850db3444fbb0a19fba","datavalue":{"value":"60G35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1765992$B59EB973-98EF-47E9-9E6D-91A630306614","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"508f766b7e9c2eeaec5efc12a64dc8db1872dec8","datavalue":{"value":"93E10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1765992$A62134F0-DACF-4209-B0BC-3DACE628B95A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"4ab80e0422a5c675a64359c40b47962b64691931","datavalue":{"value":"2138887","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1765992$3611B22D-A7C8-4F48-B8C5-D17FB9452AF1","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ddf0180cd080f9dda5b9c9ccba729eaa6ccee6d5","datavalue":{"value":"Wiener disorder problem","type":"string"},"datatype":"string"},"type":"statement","id":"Q1765992$D852DD75-AF45-4940-AD9E-7703958FF37C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"eb30ce01c7fef0458eec38b585a0ae613d7a304d","datavalue":{"value":"detection","type":"string"},"datatype":"string"},"type":"statement","id":"Q1765992$73F7691C-2D2B-4DBB-8E8F-39EB65BF9B9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d4d98f1c4e1030c78ed2caee2f0dd1ff315ef6a9","datavalue":{"value":"nonlinear filtering","type":"string"},"datatype":"string"},"type":"statement","id":"Q1765992$4DEEBDAB-6906-4866-BA03-0FACE08D5589","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$80A0E391-5812-4827-BE6B-C01F99841973","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"615d692422d523bfbb0d2ce491a31bd252faddfb","datavalue":{"value":{"entity-type":"item","numeric-id":3121550,"id":"Q3121550"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$1E52DD70-F5DA-47E7-A83A-8336917BE790","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d7730b2d18e5977cef2bad3e27a8dd544e513d2b","datavalue":{"value":{"entity-type":"item","numeric-id":3348836,"id":"Q3348836"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$71905088-8DA0-48B3-B373-C129A64BCD1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce730fafb65c9c281b7e658dc2ce1a65eaa27b58","datavalue":{"value":{"entity-type":"item","numeric-id":3908216,"id":"Q3908216"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$FC7610A4-BB27-48AD-8EA4-724CF56E4ACB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"550050a10481d1c45411b5de1bd4b9cffe7eb488","datavalue":{"value":{"entity-type":"item","numeric-id":4039796,"id":"Q4039796"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$BFFAAFC9-C173-46C3-ACE1-31895DD3A75E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"32c5172cc47ac327a79e9d5f5025373f2b9ff7ef","datavalue":{"value":{"entity-type":"item","numeric-id":3687467,"id":"Q3687467"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$FFA06769-FE5F-476B-B333-8E32C42CB9B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"be6099fd72455110d0b80fe7e4e5734e5e8b7cf3","datavalue":{"value":{"entity-type":"item","numeric-id":5615743,"id":"Q5615743"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$D7E47CFD-D1B8-44B9-8702-8755B682BA76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"21c09d5975aa243783b262ee6a4130ccaab46e97","datavalue":{"value":{"entity-type":"item","numeric-id":4341971,"id":"Q4341971"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$9F9683A3-2530-40C2-A452-1AED23E65120","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5c7144450448927c0e7ac8a41e6cf40545f9be1a","datavalue":{"value":{"entity-type":"item","numeric-id":5341296,"id":"Q5341296"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1765992$DF7B411D-202B-4C67-914A-A5257F31E10A","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"dc3785a6779c8125fc412e1de0776467da868a53","datavalue":{"value":"https://doi.org/10.1016/s0304-4149(01)00098-9","type":"string"},"datatype":"url"},"type":"statement","id":"Q1765992$D39DC4DC-BE2C-4F7E-B57E-B46DA805A505","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2dd8aab91a716049a5cef71bf46c641b7325a3ed","datavalue":{"value":"W2113386740","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1765992$92F42A6D-EB8E-4DDA-AA68-3CF415012560","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5ca13c736e59fa3c6d43b9f2cfc136338f200d0d","datavalue":{"value":{"entity-type":"item","numeric-id":3556733,"id":"Q3556733"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c524638eda4f0c607c62f41b8203b13922da3dee","datavalue":{"value":{"amount":"+0.8737148","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1765992$9C97F28B-4E28-40B1-B331-651856DF8691","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"64ab4eb05260c3b3585318901493b957e7d45793","datavalue":{"value":{"entity-type":"item","numeric-id":1101409,"id":"Q1101409"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3423c2ccd7ea03792a45eed05830d435cec6f902","datavalue":{"value":{"amount":"+0.85801905","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1765992$BDBDD439-E63B-4F64-889C-82C8C7269D69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"76ba3930542985f4174f4770a5b657426c13d42e","datavalue":{"value":{"entity-type":"item","numeric-id":3747550,"id":"Q3747550"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cb2ab930f046337b5088eba68ca7344fe689509e","datavalue":{"value":{"amount":"+0.8518457","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1765992$14F589B9-CE07-4BE3-B4B2-A44BE0ABEC57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0be50befb7b6aa01966a123ea9cfd9db8627c904","datavalue":{"value":{"entity-type":"item","numeric-id":3747556,"id":"Q3747556"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1c26c68dd786755b5ad83e3a1e0ff76c38a237df","datavalue":{"value":{"amount":"+0.84849787","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1765992$2FDF674D-168E-4D93-B865-594C82D003F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"33f8bb167f3ca28a672a86b76eeb23dcd18f9741","datavalue":{"value":{"entity-type":"item","numeric-id":3681776,"id":"Q3681776"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"74be412e4ea86e3c0b771daef65c64e5e332acae","datavalue":{"value":{"amount":"+0.8480822","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1765992$92AF21A3-2311-4847-9D63-BB1D42E04ADA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5729f217abe6d6e9277b3123aca805f173408e7f","datavalue":{"value":{"entity-type":"item","numeric-id":1676448,"id":"Q1676448"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f25a981747638c628bbc19acd518e766366a75ed","datavalue":{"value":{"amount":"+0.84719485","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1765992$F70490B6-6B03-4B96-9A56-BD4FDE5AF770","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"be40e63f619167400b504f47612ed825f4fe126f","datavalue":{"value":{"entity-type":"item","numeric-id":5379332,"id":"Q5379332"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"71ad8c1bce3c259e0f0ea42d97ddebaa71d766aa","datavalue":{"value":{"amount":"+0.8448627","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1765992$3952E845-2A28-452B-AC25-F79C44611CE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"847dd2904b103e6067f49fc70a7e950233a83d35","datavalue":{"value":{"entity-type":"item","numeric-id":3328430,"id":"Q3328430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b50fa66fa6bece2e508f4b416e6078bad3e27def","datavalue":{"value":{"amount":"+0.842873","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1765992$205CEE51-1664-4238-993D-0A505B2F7071","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1765992","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1765992"}}}}}