155 citations · 578 across the 27 of their papers we have counts for
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math.ST2006
Asymptotic Optimality in Bayesian Change-Point Detection Problems Under Global False Alarm Probability Constraint
Alexander G. Tartakovsky
In 1960s Shiryaev developed Bayesian theory of change detection in independent and identically distributed (i.i.d.) sequences. In Shiryaev's classical setting the goal is to minimi…
math.PR2006
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
Moshe Pollak, Alexander G. Tartakovsky
We consider the first exit time of a nonnegative Harris-recurrent Markov process from the interval as . We provide an alternative method of proof of asymptotic…