Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Quickest Detection for a Poisson Process with a Phase-type Change-time
  Distribution   We consider a change detection problem in which the arrival rate of a Poisson
process changes suddenly at some unknown and unobservable disorder time. It is
assumed that the prior distribution of the disorder time is known. The
objective is to detect the disorder time with an online detection rule (a
stopping time) in a way that balances the frequency of false alarm and
detection delay. So far in the study of this problem, the prior distribution of
the disorder time is taken to be exponential distribution for analytical
tractability. Here, we will take the prior distribution to be a phase-type
distribution, which is the distribution of the absorption time of a continuous
time Markov chain with a finite state space. We find an optimal stopping rule
for this general case and give a numerical algorithm that calculates the
parameters of $\eps$-optimal strategies for any $\eps>0$. We illustrate our
findings on two examples.

3
The categories of this paper are: physics
18
The categories of this paper are: econ
0
The categories of this paper are: hep-ph
29
The categories of this paper are: funct-an
17
The categories of this paper are: q-fin
15
The categories of this paper are: nucl-ex
31
The categories of this paper are: ao-sci
4
The categories of this paper are: cond-mat
27
The categories of this paper are: comp-gas
19
The categories of this paper are: eess
25
The categories of this paper are: patt-sol
36
The categories of this paper are: cmp-lg
22
The categories of this paper are: chao-dyn
14
The categories of this paper are: math-ph
8
The categories of this paper are: hep-ex
26
The categories of this paper are: bayes-an