Now showing items 1-2 of 2

    • Compound Poisson disorder problem with uniformly distributed disorder time 

      Ürü, Çağın (Bilkent University, 2019-07)
      Suppose that arrival rate and jump distribution of a compound Poisson process change suddenly at an unknown and unobservable time. The problem of detecting the change (disorder) as soon as it occurs is known as compound ...
    • Poisson disorder problem with control on costly observations 

      Kadiyala, Bharadwaj (Bilkent University, 2012)
      A Poisson process Xt changes its rate at an unknown and unobservable time θ from λ0 to λ1. Detecting the change time as quickly as possible in an optimal way is described in literature as the Poisson disorder problem. ...