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Published in:
2019 | OriginalPaper | Chapter
1. Probabilistic-Statistical Models in Quickest Detection Problems. Discrete and Continuous Time
Author : Albert N. Shiryaev
Published in: Stochastic Disorder Problems
Publisher: Springer International Publishing
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Abstract
1.
From the considerations presented in the introduction it follows that many probabilistic-statistical schemes like, for example, those used in production quality control, are such that in the behavior of the observable random sequences a “failure” occurs in the character of the probability distributions. In this section we will describe a sufficiently general scheme, called the “stochastic θ-model”, which also covers the cases considered above, in which θ is understood as the time at which the probability characteristics change (i.e., “disorder”, “disruption”, or “chaos” occurs).