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 +<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>
  
 +~~META:title =November 3, 2016~~
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 +^  **DATE:**|Thursday, November 3, 2016 |
 +^  **TIME:**|1:15pm to 2:15pm |
 +^  **LOCATION:**|WH 100E |
 +^  **SPEAKER:**|Aleksey Polunchenko, Binghamton University |
 +^  **TITLE:**|Asymptotic Near-Minimaxity of the Shiryaev-Roberts-Pollak Change-Point Detection Procedure in Continuous Time |
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 +<WRAP centeralign>**Abstract**</WRAP>
 + For the classical continuous-time quickest change-point detection problem it is shown that the (randomized) Shiryaev-Roberts-Pollak procedure is nearly minimax-optimal (with minimaxity understood in the sense introduced by Pollak in his seminal 1985 Annals paper) asymptotically as the false alarm risk goes to zero. The discrete-time analogue of this result was previously obtained by Pollak in 1985 in his Annals paper.
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