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Sequential detection and identification of a change in the distribution of a Markov-modulated random sequence.

Savas DayanikChristian Goulding
Published in: IEEE Trans. Inf. Theory (2009)
Keyphrases
  • markov modulated
  • poisson process
  • uniformly distributed
  • probability distribution
  • arrival process
  • computational complexity
  • heavy tailed
  • independent and identically distributed
  • random variables
  • multistage