6 problems

In Case A of sequential decentralized detection, each local decision has the form $\phi_n(X_n)$, where $X_n$ is the current observation and no local memory or feedback is available…

Let the mean time to false alarm (MTFA) be the reciprocal of the false-alarm rate (FAR) used to constrain a sequential change-detection procedure. Consider independent, non-station…

Interpolation conjecture. The lower bound for general values of $p$ should interpolate between the bounds at $p=0$ and $p=1$.

Let $\widetilde{T}_B$ be the Shiryaev1 Roberts stopping time with threshold $B$, let $\mathsf{PFA}(\widetilde{T}_B)$ denote its probability of false alarm, and let $\mu\geq 0$ be t…

Let $r>0$, let $u$ be a changepoint with prior probabilities $boldsymbol{pi}=(boldsymbol{pi}0,boldsymbol{pi}1,boldsymbol{pi}2,u2026)$, and let $lambda{k+n}^k$ denote the log-likel…

Let $P^{(1)}$ and $P^{(2)}$ be transition matrices, with $P^{(1)} \geq_{\text{TP2}} P^{(2)}$ denoting dominance in the TP2 sense. A transition matrix corresponds to an iid process…