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Disorder problem

Open-knowledge reference entry

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General referenceInterpretive dossier study · Crown Archives visual atlas
Record originEnglish Wikipedia
Text licenseCC BY-SA 4.0
Source revisionAug 31, 2020
Entity authorityQ5282511 ↗
Source-derived summary

In the study of stochastic processes in mathematics, a disorder problem or quickest detection problem (formulated by Kolmogorov) is the problem of using ongoing observations of a stochastic process to detect as soon as possible when the probabilistic properties of the process have changed. This is a type of change detection problem.

An example case is to detect the change in the drift parameter of a Wiener process.

See also

Compound Poisson process

Notes

References

H. Vincent Poor and Olympia Hadjiliadis (2008). Quickest Detection (First ed.). Cambridge: Cambridge University Press. ISBN 978-0-521-62104-5.

Shiryaev, Albert N. (2007). Optimal Stopping Rules. Springer.

Editorial summary

Begin with the source’s own compact description: “Disorder problem” is open-knowledge reference entry. The dossier treats that line as a proposition to test through Disorder, problem and Open-knowledge, not as a finished interpretation.

Editorial reviewA concise reference frame for defining the subject, testing terminology and identifying the institution closest to the evidence. The current lead gives the account dated anchors—2008, 2007—that can be checked directly. The selected authority fields contribute no independent date. For this dossier, Disorder, problem and Open-knowledge is the immediate research focus.
Editorial analysis

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Evidence profile

The citation trail is more important than the brevity of the summary: it shows where individual claims can be examined in context. The source revision retrieved here is dated Aug 31, 2020. The linked authority identifier is Q5282511. None of the 0 selected statements returned an explicit reference. The first chronological checks are 2008 and 2007.

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  2. Expand the search: follow Disorder problem primary sources, Disorder problem archive and Disorder research across catalogues and specialist indexes.
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Source & attribution

This entry incorporates text from “Disorder problem” on English Wikipedia. Contributors are listed in the page history. Text is available under the Creative Commons Attribution-ShareAlike 4.0 License. Selected authority identifiers and statements are retrieved from Wikidata under CC0; their references and qualifiers remain part of the verification path.