Fastest detection of the time at which the probability characteristics of a random sequence change

MaRDI QIDQ794993zbMATH OpenFDO

Authors Boris Brodsky, B. S. Darkhovskij

Publication date 1983

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

algorithmdetectionfailure of a random sequence

Mathematics Subject Classification ID

Reliability and life testing (62N05) Random fields (60G60) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential estimation (62L12) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Estimation and detection in stochastic control theory (93E10)

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• Change-point detection in random sequence under minimal prior information
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• scientific article; zbMATH DE number 820492 (Why is no real title available?)
• Recognition of short-time specific random elements in random sequences

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