Input–output properties of the Page–Hinkley detector

Gerencsér, László; Prosdocimi, Cecilia

doi:10.1016/j.sysconle.2011.04.004

Cited by 5 publications

(3 citation statements)

References 24 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Remark 1.8. Our results are also closely related to those of [5]. If , ∈ ℕ is a bounded sequence of i.i.d.…”

Section: Introductionsupporting

confidence: 79%

“…If , ∈ ℕ is a bounded sequence of i.i.d. random variables and , ∈ ℕ is bounded with a certain strong mixing property (see ( 10) and (11) in [5]) then Theorem 2 of [5] shows that , ∈ ℕ satisfies a mixing property implying, in particular, a law of large numbers for averages of Φ( ), for Lipschitz functionals Φ. Our results thus complement those of [5]: we establish the existence of a limiting law and even allow certain cases where the are unbounded.…”

Section: Introductionsupporting

confidence: 60%

See 1 more Smart Citation

Ergodic theorems for queuing systems with dependent inter-arrival times

Lovas¹,

Rásonyi²

2020

Preprint

View full text Add to dashboard Cite

We show that, under appropriate conditions, the waiting time in a queuing system converges to a stationary distribution as time tends to infinity, even in the case where inter-arrival times are dependent random variables. A convergence rate is given and a law of large numbers is established for functionals of the waiting time. These results provide tools for the statistical analysis of such systems, transcending the standard case where inter-arrival times are assumed independent.

show abstract

“…Remark 1.8. Our results are also closely related to those of [5]. If , ∈ ℕ is a bounded sequence of i.i.d.…”

Section: Introductionsupporting

confidence: 79%

Section: Introductionsupporting

confidence: 60%

Ergodic theorems for queuing systems with dependent inter-arrival times

Lovas¹,

Rásonyi²

2020

Preprint

View full text Add to dashboard Cite

show abstract

“…It can be shown-following the line of thoughts presented in [44]-that under the hypothesis of no-change, h T is L-mixing, and the false alarm probability is exponentially decaying in δ: P(h T ≥ δ) ≤ Ce −aδ with some a > 0. Hence the false alarm rate itself is exponentially decaying in δ.…”

Section: Detecting Change Between Urban Road Environments and Locatin...mentioning

confidence: 96%

Detecting Change between Urban Road Environments along a Route Based on Static Road Object Occurrences

2021

Self Cite

View full text Add to dashboard Cite

For over a decade, urban road environment detection has been a target of intensive research. The topic is relevant for the design and implementation of advanced driver assistance systems. Typically, embedded systems are deployed in these for the operation. The environments can be categorized into road environment-types. Abrupt transitions between these pose a traffic safety risk. Road environment-type transitions along a route manifest themselves also in changes in the distribution of traffic signs and other road objects. Can the placement and the detection of traffic signs be modelled jointly with an easy-to-handle stochastic point process, e.g., an inhomogeneous marked Poisson process? Does this model lend itself for real-time application, e.g., via analysis of a log generated by a traffic sign detection and recognition system? How can the chosen change detector help in mitigating the traffic safety risk? A change detection method frequently used for Poisson processes is the cumulative sum (CUSUM) method. Herein, this method is tailored to the specific stochastic model and tested on realistic logs. The use of several change detectors is also considered. Results indicate that a traffic sign-based road environment-type change detection is feasible, though it is not suitable for an immediate intervention.

show abstract

Robust and nonlinear control literature survey (No. 26)

2011

Intl J Robust & Nonlinear

View full text Add to dashboard Cite

To keep the readers up-to-date, the journal will contain a list of recently published journal articles relevant to the fields of robust and nonlinear control six times a year. This list is compiled from a wide range of journals. Please note that even though the list has been broadly categorized, these classifications are by no means strict, and are there to assist the reader. Please also note that inclusion in the list is not an endorsement of a paper's quality. If you have any suggestions or comments, please email Dr. Jiqiang Wang at jiqiang.wang@nuaa.edu.cn.

show abstract

Input–output properties of the Page–Hinkley detector

Cited by 5 publications

References 24 publications

Ergodic theorems for queuing systems with dependent inter-arrival times

Ergodic theorems for queuing systems with dependent inter-arrival times

Detecting Change between Urban Road Environments along a Route Based on Static Road Object Occurrences

Robust and nonlinear control literature survey (No. 26)

Contact Info

Product

Resources

About