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

zbMath0541.93061MaRDI QIDQ794993

B. E. Brodskii, Boris S. Darkhovsky

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

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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