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Imperfect surveillance schemes for detecting a change in the distribution of a stationary process. the markovian case

 

作者: Greenshtein Eitan,  

 

期刊: Sequential Analysis  （Taylor Available online 1998）
卷期: Volume 17, issue 2  

页码: 185-193

 

ISSN:0747-4946

 

年代: 1998

 

DOI:10.1080/07474949808836406

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

Letbe a stationary stochastic process with distributionP. We consider the problem of detecting a change in distribution fromPto a specifiedQ. We further assume that the process may not be continuously observed; thus we study the relevant design problem of choosing the observational instants.

 

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