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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 4, Pages 729–734 (Mi tvp2335)  
This article is cited in 32 scientific papers (total in 32 papers)

Short Communications

The “disorder” problem for a Poisson process

L. I. Galtčhuk, B. L. Razovskiĭ

Moscow
Full-text PDF (391 kB) Citations (32)
Abstract: The paper considers a Bayesian problem of detecting the “disorder” for the process $\xi(t)$.
It is shown (Theorem 1) that the optimal decision rule minimizing the risk (1) is the first time at which the a posteriori probability $\pi_t$ enters the set $[\lambda/(\lambda+c),1]$.
Received: 07.06.1969
English version:
Theory of Probability and its Applications, 1971, Volume 16, Issue 4, Pages 712–716
DOI: https://doi.org/10.1137/1116081
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. I. Galtčhuk, B. L. Razovskiǐ, “The “disorder” problem for a Poisson process”, Teor. Veroyatnost. i Primenen., 16:4 (1971), 729–734; Theory Probab. Appl., 16:4 (1971), 712–716
Citation in format AMSBIB
\Bibitem{GalRaz71}
\by L.~I.~Galt{\v{c}}huk, B.~L.~Razovski{\v\i}
\paper The ``disorder'' problem for a~Poisson process
\jour Teor. Veroyatnost. i Primenen.
\yr 1971
\vol 16
\issue 4
\pages 729--734
\mathnet{http://mi.mathnet.ru/tvp2335}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=297028}
\transl
\jour Theory Probab. Appl.
\yr 1971
\vol 16
\issue 4
\pages 712--716
\crossref{https://doi.org/10.1137/1116081}
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  • https://www.mathnet.ru/eng/tvp/v16/i4/p729
    • This publication is cited in the following 32 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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