Szajowski, Krzysztof (2011): Multivariate quickest detection of significant change process. Forthcoming in: Lecture Notes in Computer Science , Vol. 7037, No. GameSec 2011 (2011): pp. 5666.

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Abstract
The paper deals with a mathematical model of a surveillance system based on a net of sensors. The signals acquired by each node of the net are Markovian process, have two different transition probabilities, which depends on the presence or absence of a intruder nearby. The detection of the transition probability change at one node should be confirmed by a detection of similar change at some other sensors. Based on a simple game the model of a fusion center is then constructed. The aggregate function defined on the net is the background of the definition of a noncooperative stopping game which is a model of the multivariate disorder detection
Item Type:  MPRA Paper 

Original Title:  Multivariate quickest detection of significant change process 
Language:  English 
Keywords:  voting stopping rule, majority voting rule, monotone voting strategy, changepoint problems, quickest detection, sequential detection, simple game 
Subjects:  C  Mathematical and Quantitative Methods > C4  Econometric and Statistical Methods: Special Topics > C44  Operations Research; Statistical Decision Theory C  Mathematical and Quantitative Methods > C7  Game Theory and Bargaining Theory > C71  Cooperative Games C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C11  Bayesian Analysis: General 
Item ID:  33838 
Depositing User:  Krzysztof Szajowski 
Date Deposited:  03. Oct 2011 01:47 
Last Modified:  16. Feb 2013 08:37 
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URI:  http://mpra.ub.unimuenchen.de/id/eprint/33838 