Quickest Detection

　　The problem of detecting abrupt changes in the behavior of anobserved signal or time series arises in a variety of fields,including climate modeling, finance, image analysis, and security.Quickest detection refers to real-time detection of such changes asquickly as possible after they occur. Using the framework ofoptimal stopping theory, this book describes the fundamentalsunderpinning the field, providing the background necessary todesign, analyze, and understand quickest detection algorithms. Forthe first time the authors bring together results which werepreviously scattered across disparate disciplines, and provide aunified treatment of several different approaches to the quickestdetection problem. This book is essential reading for anyone whowants to understand the basic statistical procedures for changedetection from a fundamental viewpoint, and for those interested intheoretical questions of change detection. It is ideal for graduatestudents and researchers of engineering, statistics, economics, andfinance.