##Statistics Seminar##\\ Department of Mathematical Sciences ~~META:title =November 3, 2016~~ ^ **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 | \\ **Abstract** 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.