Stochastic Disorder Problems by Albert N. Shiryaev

Stochastic Disorder Problems

Probability Theory and Stochastic Modelling

Albert N. Shiryaev with Andrei Iacob (Translator)

397 pages missing pub info (editions)

nonfiction mathematics science medium-paced
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This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, an...

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