ANALYSIS
SEMINAR

" Large Deviations Techniques on Change Detection
problem"

By

Duygu Altınok

(Bilkent
University)

Abstract: Sequential change diagnosis is
the joint problem of detection and identification of a sudden unobservable
change in the distribution of a random sequence . In this problem, the common
probability law of a sequence i.i.d random variables
suddenly changes at some disorder time to

the alternative one. Both the disorder time and the identity of the new regime
are unknown and unobservable . The objective  is to analyze
the problem with large deviations techniques..

Tea and cookies will be served before the
seminar.

Date:
Thursday, April 29, 2011

Time: 11.00-11.50

Place: Bilkent University, Mathematics Seminar Room, SA-141