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Selfdecomposability perpetuity laws and stopping times
Selfdecomposability perpetuity laws stopping times
2009/9/22
The decomposability property of Levy class L of
probability distributions, on a Banach space, is extended to a family of
stopping times associated with background driving Uvy processes
(BDLP). As c...
Tracking Stopping Times Through Noisy Observations
Algorithm quickest detection problem decision theory synchronization forecasting monitoring sequential analysis
2010/4/26
A novel quickest detection setting is proposed which is a generalization of the well-known Bayesian changepoint detection model. Suppose {(Xi, Yi)}i1 is a sequence of pairs of random variables, and t...