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Disorder Problem for Poisson Process in Generalized Bayesian Setting

✍ Scribed by Burnaev, E. V.


Book ID
118219927
Publisher
Society for Industrial and Applied Mathematics
Year
2009
Tongue
English
Weight
304 KB
Volume
53
Category
Article
ISSN
0040-585X

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Consider an inhomogeneous Poisson process X on [0; T ] whose unknown intensity function 'switches' from a lower function g \* to an upper function h \* at some unknown point # \* . Here, # \* is a random variable. What is known are continuous bounding functions g and h such that g \* (t) 6 g(t) Β‘ h(