Application of martingale methods to a change set problem

dc.contributor.author	Collingwood, Jesse
dc.date.accessioned	2013-11-07T19:03:19Z
dc.date.available	2013-11-07T19:03:19Z
dc.date.created	2009
dc.date.issued	2009
dc.degree.level	Masters
dc.degree.name	M.Sc.
dc.description.abstract	A collection of random points in a bounded rectangle [0, R] 2 of the positive quadrant changes its intensity on an unobservable random set xi. The goal is to detect the random change set in an optimal way, according to some reward function. Given the change set, the random points are assumed to be distributed according to a Poisson process N with intensities mu0 on xic and mu1 on xi. Optimal solutions are found for various reward functions and applied to some examples.
dc.format.extent	59 p.
dc.identifier.citation	Source: Masters Abstracts International, Volume: 48-01, page: 0428.
dc.identifier.uri	http://hdl.handle.net/10393/28053
dc.identifier.uri	http://dx.doi.org/10.20381/ruor-19065
dc.language.iso	en
dc.publisher	University of Ottawa (Canada)
dc.subject.classification	Mathematics.
dc.title	Application of martingale methods to a change set problem
dc.type	Thesis

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