The paper deals with a mathematical model of a surveillance system based on a net of sensors. The signals acquired by each node of the net are Markovian process, have two different transition probabilities, which depends on the presence or absence of a intruder nearby. The detection of the...

Построены модели, представляющие собой динамические авторегрессионные модели с распределенными лагами и содержащие лаговые значения объясняемой переменной...

We register a random sequence which has the following properties: it has three segments being the homogeneous Markov processes. Each segment has his own one step transition probability law and the length of the segment is unknown and random. It means that at two random successive moments (they...