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INTEGRAL EQUATION METHODS IN CHANGE-POINT DETECTION PROBLEMS

Part of: Stochastic processes

Published online by Cambridge University Press:  28 February 2012

GABRIEL MITITELU
GABRIEL MITITELU*
Affiliation:
Department of Mathematical Sciences, University of Technology, Sydney, PO Box 123, Broadway, NSW 2007, Australia (email: mititelu.gabriel@gmail.com)
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Abstract

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Keywords

sequential analysiscontrol chartsEWMACUSUMintegral equations

MSC classification

Secondary: 60G40: Stopping times; optimal stopping problems; gambling theory
Type
Abstracts of Australasian PhD Theses
Information
Bulletin of the Australian Mathematical Society , Volume 85 , Issue 3 , June 2012 , pp. 518 - 520
Copyright
Copyright © Australian Mathematical Publishing Association Inc. 2012

References

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[8]Mititelu, G., Areepong, Y., Sukparungsee, S. and Novikov, A. A., ‘Explicit analytical solutions for the average run length of CUSUM and EWMA charts’, East–West J. Math., special volume, 2010, Contributions in Mathematics and Applications III (2010), pp. 253–265.Google Scholar
[9]Mititelu, G., Mazalov, V. and Novikov, A. A., ‘On CUSUM procedure for hyperexponential distribution’, Stat. Probab. Lett., in press.Google Scholar
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