Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection (Q3556736)
From MaRDI portal
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)
0 references
26 April 2010
0 references
Markov process
0 references
first exit time
0 references
asymptotic exponentiality
0 references
stationary distribution
0 references
quasi-stationary distribution
0 references
coupling
0 references
change-point problems
0 references
CUSUM procedures
0 references
Shiryaev-Roberts procedures
0 references
