Fastest detection of the time at which the probability characteristics of a random sequence change
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Publication:794993
zbMath0541.93061MaRDI QIDQ794993
B. E. Brodskii, Boris S. Darkhovsky
Publication date: 1983
Published in: Automation and Remote Control (Search for Journal in Brave)
Random fields (60G60) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05) Sequential estimation (62L12)
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