Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection (Q3556736): Difference between revisions
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Revision as of 17:33, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection |
scientific article |
Statements
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection (English)
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26 April 2010
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Markov process
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first exit time
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asymptotic exponentiality
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stationary distribution
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quasi-stationary distribution
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coupling
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change-point problems
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CUSUM procedures
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Shiryaev-Roberts procedures
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