Sequential Change Detection Under Markov Setup With Unknown Prechange And Postchange Distributions
arXiv:2510.26204
Abstract
In this work we extend the results developed in 2022 for a sequential change detection algorithm making use of Page's CUSUM statistic, the empirical distribution as an estimate of the pre-change distribution, and a universal code as a tool for estimating the post-change distribution, from the i.i.d. case to the Markov setup.
6 pages, theoretical paper, Pre-print