scientific article; zbMATH DE number 862395

MaRDI QIDQ4871607zbMATH OpenFDO

Authors Alexander G. Tartakovsky

Publication date 14 May 1996

zbMATH Keywords

multichannel systemMarkov stopping timedisorder detectionasymptotically minimax propertiesmean time until false alarmoptimal sequential detection

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Signal detection and filtering (aspects of stochastic processes) (60G35) Communication theory (94A05) Detection theory in information and communication theory (94A13)

Recommendations

• scientific article; zbMATH DE number 721886
• Asymptotically optimal Bayesian sequential change detection and identification rules
• Asymptotically pointwise optimal change detection in multiple channels
• Minimax optimality of the Shiryayev-Roberts change-point detection rule

Cited in

(4)

• On some distributed disorder detection
• Detection of intrusions in information systems by sequential change-point methods
• Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system
• scientific article; zbMATH DE number 721886 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4871607)