Detecting changes in probabilities of a multi—component process

DOI10.1080/07474949508836344zbMath0838.62067OpenAlexW1533055662MaRDI QIDQ4865174

Rasul A. Khan

Publication date: 4 June 1996

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949508836344

zbMATH Keywords

Laplace transformasymptotic approximationaverage run lengthARLcusum proceduremulti-component processcumulative sum stopping timedetecting changes in probabilities

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Related Items (10)

On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures ⋮ Sequential Change-Point Detection in State-Space Models ⋮ Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems ⋮ Detection of intrusions in information systems by sequential change-point methods ⋮ Authors' response ⋮ A probabilistic analysis of the trading the line strategy ⋮ A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim ⋮ Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén ⋮ Byzantine Fault Tolerant Distributed Quickest Change Detection ⋮ FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME

Cites Work

• Unnamed Item
• A stopped Brownian motion formula
• Convergence of some expected first passage times
• Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues
• Extreme Values in the GI/G/1 Queue

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