This work considers the problem of quickest detection of signals in a coupled system of N
sensors, which receive continuous sequential observations from the environment. It is …

This work compares the performance of all existing 2-CUSUM stopping rules used in the
problem of sequential detection of a change in the drift of a Brownian motion in the case of …

This thesis studies the probability characteristics of drawdown and drawup processes of
general linear diffusions. The drawdown process is defined as the current drop from the …

В статье рассматривается надстройка модели вероятности дефолта (Probability of
Default, PD), основанная на теории статистического управления процессами (Statistical …

The problem of detecting a change in distribution of a sequence of independent and
identically distributed (IID) random variables is addressed. Unlike previous approaches to …

Quickest detection is a class of detection problems whereby the objective is to identify a
change in distribution of an observed sequence of random variables as quickly as possible …

The problem of sequentially detecting an abrupt change in a sequence of independent and
identically distributed (IID) random variables is addressed. Whereas previous approaches …

Рассматривается задача о скорейшем обнаружении момента скачкообразного
изменения среднего случайной последовательности в условиях, когда известны лишь …

The need for statistical surveillance has been noted in many different areas, including
quality control (see for example [2]), epidemiology (see for example [13]), medicine (see for …

This work examines the problem of sequential detection of a change in the drift of a
Brownian motion in the case of two-sided alternatives. Applications to real life situations in …