Optimal detection of transition probability change in random sequence (Q3108381)
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scientific article; zbMATH DE number 5994078
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| English | Optimal detection of transition probability change in random sequence |
scientific article; zbMATH DE number 5994078 |
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Optimal detection of transition probability change in random sequence (English)
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3 January 2012
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disorder problem
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sequential detection
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optimal stopping
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Markov process
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change point
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0.8579515814781189
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0.840267539024353
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0.8393198847770691
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0.8309716582298279
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