Optimal detection of homogeneous segment of observations in stochastic sequence
نویسندگان
چکیده
A Markov process is registered. At random moment θ the distribution of observed sequence changes. Using probability maximizing approach the optimal stopping rule for detecting the change is identified. Some explicit solution is obtained.
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عنوان ژورنال:
- CoRR
دوره abs/0812.3632 شماره
صفحات -
تاریخ انتشار 2008