• Event Date: April 26, 2016
  • Event End Date: April 26, 2016
  • Event Start Time: 11:45 AM
  • Event End Time: 12:45 PM
  • Event Location: Hill 705
  • Event Type: Mathematical Finance and Probability Seminars
  • Extra Info: Olympia Hadjiliadis, Brooklyn College and Graduate Center, CUNY

Speaker:

Slides: ( TBA )

ABSTRACT

In this works we consider the problem N-dimensional quickest detection in correlated and coupled systems. The objective is to detect the first time that the system of N sensors undergoes a change

With a one shot communication to the central fusion center.

In both cases it is seen that the minimum of N - cumulative sum tests with appropriately chosen thresholds is asymptotically optimal in managing the trade off between a small detection delay and a large mean time to first False alarm as the mean time to the first false alarm increases without bound. In the former case a Linear penalty is used for detection delay while in the latter a Kulback- Leibler distance of the measure before and after regime switching is used.

In the care of uncertainty in the post change drift it is seen that s new family of composite cusum stopping rules that also use a new statistic known as the Cusum reaction period enjoy third order asymptotic optimality properties.