This article is cited in 1 paper

Stochastic Systems

On the fastest detection of the time when the probabilistic characteristics of a random sequence change

B. E. Brodskii^a, B. S. Darhovsky

^a Moscow

Abstract: An algorithm is proposed for solution of the random sequence “disarray” problem where no prior data is needed. A theorem is provided on the algorithm increasing its efficiency with the memory size. Statistical modeling results are given.

UDC: 62-50:519.272


Received: 25.01.1982

 English version: Automation and Remote Control, 1983, 44:10, 1324–1330

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