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Publications by Alexander G Tartakovskii

Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes With Applications to Quickest Change Detection

Теория вероятностей и ее применения

English

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General Asymptotic Bayesian Theory of Quickest Change Detection

Theory of Probability and its Applications

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The Asymptotic Distribution of the Eigenvalues for a Class of Markov Operators

Pacific Journal of Mathematics

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First Passage Times for Markov Additive Processes With Positive Jumps of Phase Type

Journal of Applied Probability

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On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution

Journal of Applied Probability

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Decentralized Quickest Change Detection

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Asymptotic Separation for Independent Trajectories of Markov Processes

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A Partitioning Algorithm for Markov Decision Processes With Applications to Market Microstructure

Management Science

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Simulation of Stochastic Diffusion via First Exit Times

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Extension of Wald's First Lemma to Markov Processes

Journal of Applied Probability

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