Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Sequential change detection revisited   In sequential change detection, existing performance measures differ
significantly in the way they treat the time of change. By modeling this
quantity as a random time, we introduce a general framework capable of
capturing and better understanding most well-known criteria and also propose
new ones. For a specific new criterion that constitutes an extension to
Lorden's performance measure, we offer the optimum structure for detecting a
change in the constant drift of a Brownian motion and a formula for the
corresponding optimum performance.

14
The categories of this paper are: math-ph
29
The categories of this paper are: funct-an
6
The categories of this paper are: astro-ph
32
The categories of this paper are: atom-ph
20
The categories of this paper are: acc-phys
36
The categories of this paper are: cmp-lg
13
The categories of this paper are: quant-ph
24
The categories of this paper are: dg-ga
0
The categories of this paper are: hep-ph
18
The categories of this paper are: econ
28
The categories of this paper are: alg-geom
1
The categories of this paper are: cs
35
The categories of this paper are: mtrl-th
12
The categories of this paper are: nucl-th
26
The categories of this paper are: bayes-an
4
The categories of this paper are: cond-mat