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August, 1980 Optimal Prediction of Catastrophes with Applications to Gaussian Processes
Jacques De Mare
Ann. Probab. 8(4): 841-850 (August, 1980). DOI: 10.1214/aop/1176994670

Abstract

An alarm system is optimal if it detects catastrophes with a certain high probability and simultaneously gives a minimum number of false alarms. In a general context an optimal alarm system is derived and then the method is applied to Gaussian processes.

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Jacques De Mare. "Optimal Prediction of Catastrophes with Applications to Gaussian Processes." Ann. Probab. 8 (4) 841 - 850, August, 1980. https://doi.org/10.1214/aop/1176994670

Information

Published: August, 1980
First available in Project Euclid: 19 April 2007

zbMATH: 0441.62086
MathSciNet: MR577320
Digital Object Identifier: 10.1214/aop/1176994670

Subjects:
Primary: 62M20
Secondary: 60G15, 60G35

Rights: Copyright © 1980 Institute of Mathematical Statistics

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Vol.8 • No. 4 • August, 1980
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