We consider dynamic procedures for sampling from a process (a Brownian motion) and stopping it after a change is detected. The basic idea is to conduct a sequence of similar SPRT's, each one of them ...
This is a preview. Log in through your library . Abstract A distribution G on (0, ∞) is called matrix-exponential if the density has the form $\boldsymbol{\alpha}\mathbf{\mathit{e}}^{{\bf T}z}$ s ...
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