Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection (Q3556736)
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scientific article; zbMATH DE number 5701626
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| English | Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection |
scientific article; zbMATH DE number 5701626 |
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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0.88970155
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0.8815884
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0.87903965
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0.8745181
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0.87335616
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0.87032574
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0.86933094
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