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Disorder problem : ウィキペディア英語版
Disorder problem
In the study of stochastic processes in mathematics, a disorder problem or quickest detection problem (formulated by Kolmogorov) is the problem of using ongoing observations of a stochastic process to detect as soon as possible when the probabilistic properties of the process have changed. This is a type of change detection problem.
An example case is to detect the change in the drift parameter of a Wiener process.〔Shiryaev (2007) page 208〕
==Notes==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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