Stochastic Disorder Problems

by Albert N. Shiryaev

This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurring intrusions in information systems and in the design of defense...

• Format: Hardcover
• Language: English
• ISBN: 3030015254
• ISBN13: 9783030015251
• Release Date: March 2019
• Publisher: Springer
• Length: 397 Pages
• Weight: 1.68 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"