On asymptotic optimality of the second order in the minimax quickest detection problem of drift change for Brownian motion (Q3556741)
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scientific article; zbMATH DE number 5701631
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| English | On asymptotic optimality of the second order in the minimax quickest detection problem of drift change for Brownian motion |
scientific article; zbMATH DE number 5701631 |
Statements
On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion (English)
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26 April 2010
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disorder problem
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Brownian motion
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minimax risk
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asymptotical optimality of the first and second orders
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0.8851969242095947
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0.8666017055511475
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0.8212885856628418
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