Open AccessAsymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
Author(s) -
Moshe Pollak,
Александр Г Тартаковский,
Alexander G Tartakovskii
Publication year - 2008
Publication title -
теория вероятностей и ее применения
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp2444
Subject(s) - markov chain , class (philosophy) , mathematics , distribution (mathematics) , exponential distribution , statistical physics , change detection , markov process , statistics , econometrics , mathematical analysis , computer science , physics , artificial intelligence
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