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Stochastic Disorder Problems

Hardcover • 2019 • 1. edition

Stochastic Disorder Problems

By Albert N. Shiryaev

0 Ratings • 0.0 of 5

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About the book

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 methods against cyber-attacks. The author shows that th...Show more

Cybernetics and systems theory

Book details

ISBN

9783030015251

Publisher

Springer Nature Switzerland AG

Published year

2019

Language

Edition

1

Original title

Stochastic Disorder Problems

Format

Hardcover

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