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Scan statistics are commonly used in biology, medicine, engineering and other fields where interest is in the probability of observing clusters of events in a window at an unknown location. Due to the dependent nature of the number of events in a large number of overlapping window locations, even approximate solutions for the simplest scan statistics may(More)
In this paper we introduce a <i>randomly</i> truncated sequential hypothesis test. Using the framework of a repeated significance test (RST), we study a sequential test with truncation time based on a random stopping time. Using the functional central limit theorem (FCLT) for a sequence of statistics, we derive a general result that can be employed in(More)
Animal movements are of great importance in studying home ranges, migration routes, resource selection, and social interactions. The Global Positioning System provides relatively continuous animal tracking over time and long distances. Nevertheless, the continuous trajectory of an animal’s movement is usually only observed at discrete time points. Brownian(More)
We illustrate a process that constructs martingales with help from matrix products that arise naturally in the theory of sampling without replacement. The usefulness of the new martingales is illustrated by the development of maximal inequalities for permuted sequences of real numbers. Some of these inequalities are new and some are variations of classical(More)
We consider a simple model of sequential decisions made by a fusion agent that receives binary-passive reports from distributed sensors. The main result is an explicit formula for the probability of making a decision before a fixed budget is exhausted. These results depend on the relationship between a special ruin problem for a " lazy random walk " and a(More)