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math-ph2013★ 1 cited
Epsilon-complexity of continuous functions
Boris Darkhovsky, Alexandra Pyriatinska
A formal definition of epsilon-complexity of an individual continuous function defined on a unit cube is proposed. This definition is consistent with the Kolmogorov's idea of the c…
math.ST2013
Asymptotically Optimal Detection of Changes in Stochastic Models with Switching Regimes
Boris Brodsky, Boris Darkhovsky
This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into sev…