Performance analysis of sequential tests between Poisson processes

DOI10.1109/18.567689MaRDI QIDQ4336298zbMATH OpenOpenAlexFDO

Authors J. DeLucia, H. Vincent Poor

Publication date 18 August 1997

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.567689

zbMATH Keywords

delay-differential equationsexit statisticsperformance computationPoisson processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Sequential statistical analysis (62L10) Applications of statistics in engineering and industry; control charts (62P30)

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(6)

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• A two-sided first-exit problem for a compound Poisson process with a random upper boundary
• CUSUM hypothesis tests and alternative response probabilities for finite Poisson trials
• First-exit times for compound poisson processes for some types of positive and negative jumps
• Error probability bounds for nuclear detection: improving accuracy through controlled mobility
• Optimal sequentially planned hypothesis tests for stochastic processes with stationary and independent increments

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