Multi-variate Quickest Detection of Significant Change Process

Autor:	Szajowski, Krzysztof
Rok vydání:	2011
Předmět:	Computer Science - Computer Science and Game Theory Mathematics - Optimization and Control Mathematics - Probability Mathematics - Statistics Theory 60G40 90C39 90D12 62C25 62H99 62L15 68G99 B.5.3 G.3 H.3.4 H.5
Zdroj:	GameSec 2011, LNCS 7037, pp. 56-66, 2011
Druh dokumentu:	Working Paper
DOI:	10.1007/978-3-642-25280-8
Popis:	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 an 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 non-cooperative stopping game which is a model of the multivariate disorder detection. Comment: 11 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1111.4504 Zobrazit plný text záznamu View this record from Arxiv