Disorder problem
id:
disorder-problem-196-13724235
title:
Disorder problem
text:
In the study of stochastic processes in mathematics, a disorder problem or quickest detection problem is the problem of using ongoing observations of a stochastic process to detect as soon as possible when the probabilistic properties of the process have changed. This is a type of change detection problem. An example case is to detect the change in the drift parameter of a Wiener process.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Disorder_problem
date created:
date modified:
2020-08-31T12:52:32Z
main entity:
{"identifier":"Q5282511","url":"https://www.wikidata.org/entity/Q5282511"}
image:
fields total:
13
integrity:
13