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On the quasi-stationary distribution of the Shiryaev–Roberts diffusion - MaRDI portal

On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851)

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On the quasi-stationary distribution of the Shiryaev–Roberts diffusion
scientific article

    Statements

    title
    On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (English)
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    publication date
    16 May 2017
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    zbMATH Keywords
    quasi-stationary distribution
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    quickest change-point detection
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    Shiryaev-Roberts procedure
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    Whittaker functions
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    cites work
    Q5558293
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    Q5848416
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    Q5336643
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    Q3084090
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    Q4057193
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    Quickest Detection
    0 references
    Q3999270
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    Q4172681
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    Q2782369
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    Q5703381
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    Q3259158
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    Q5420263
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    Q3279399
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    Identifiers

    Mathematics Subject Classification ID
    62L10
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    60G40
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    60J60
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    zbMATH DE Number
    6718136
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    OpenAlex ID
    W3105436687
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    arXiv ID
    1606.06658
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