Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
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Publication:3556736
DOI10.1137/S0040585X97983742zbMath1201.60073arXivmath/0609780OpenAlexW2052440644MaRDI QIDQ3556736
Alexander G. Tartakovsky, Moshe Pollak
Publication date: 26 April 2010
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0609780
Markov processstationary distributionchange-point problemsquasi-stationary distributioncouplingfirst exit timeasymptotic exponentialityShiryaev-Roberts proceduresCUSUM procedures
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