Persons
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Tartakovskii, Alexander Georgievich
E-mail: ,
   
Main publications:
  • Approksimatsii v posledovatelnom pravile Valda, svyazannye s pereskokami porogov i smezhnye voprosy / A. G. Tartakovskii, I. A. Ivanova. - Moskva : RIAN, 1990. - 40 s.: - (Prepr. AN SSSR, Radiotekhn. in-t im. A. L. Mintsa; 8916).
  • Statisticheskaya teoriya svyazi. - Moskva : Svyaz, 1974-. Vyp. 33: Posledovatelnye metody v teorii informatsionnykh sistem / A. G. Tartakovskii. - 1991. - 280 s.; ISBN 5-256-00728-9

https://www.mathnet.ru/eng/person40479
List of publications on Google Scholar
https://mathscinet.ams.org/mathscinet/MRAuthorID/193572

Publications in Math-Net.Ru Citations
2014
1. Alexander G. Tartakovsky, “Nearly optimal sequential tests of composite hypotheses revisited”, Trudy Mat. Inst. Steklova, 287 (2014),  279–299  mathnet  elib; Proc. Steklov Inst. Math., 287:1 (2014), 268–288  isi  scopus 8
2011
2. A. G. Tartakovskii, M. Pollak, A. S. Polunchenko, “Third-order asymptotic optimality of the generalized Shiryaev–Roberts changepoint detection procedures”, Teor. Veroyatnost. i Primenen., 56:3 (2011),  534–565  mathnet  mathscinet  elib; Theory Probab. Appl., 56:3 (2011), 457–484  isi  scopus 45
2008
3. M. Pollak, A. G. Tartakovskii, “Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection”, Teor. Veroyatnost. i Primenen., 53:3 (2008),  500–515  mathnet  mathscinet  zmath; Theory Probab. Appl., 53:3 (2009), 430–442  isi  scopus 23
4. A. G. Tartakovskii, “Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint”, Teor. Veroyatnost. i Primenen., 53:3 (2008),  472–499  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 53:3 (2009), 443–466  isi  scopus 18
2004
5. A. G. Tartakovskii, V. Veeravalli, “General asymptotic Bayesian theory of quickest change detection”, Teor. Veroyatnost. i Primenen., 49:3 (2004),  538–582  mathnet  mathscinet  zmath; Theory Probab. Appl., 49:3 (2005), 458–497  isi 191
1993
6. A. G. Tartakovskii, “Asymptotically minimax multialternative sequential rule for disorder detection”, Trudy Mat. Inst. Steklov., 202 (1993),  287–295  mathnet  mathscinet  zmath; Proc. Steklov Inst. Math., 202 (1994), 229–236 4
1992
7. A. G. Tartakovskii, “Efficiency of the Generalized Neyman–Pearson Test for Detecting Changes in a Multichannel System”, Probl. Peredachi Inf., 28:4 (1992),  49–59  mathnet  zmath; Problems Inform. Transmission, 28:4 (1992), 341–350
8. A. G. Tartakovskii, I. A. Ivanova, “Comparison of Some Sequential Rules for Detecting Changes in Distributions”, Probl. Peredachi Inf., 28:2 (1992),  21–29  mathnet  mathscinet  zmath; Problems Inform. Transmission, 28:2 (1992), 117–124 2
9. A. G. Tartakovskii, I. A. Ivanova, “Approximations in Sequential Rules for Discrimination of Complex Hypotheses and Their Precision in the Problem of Signal Detection from Postdetector Data”, Probl. Peredachi Inf., 28:1 (1992),  63–74  mathnet  mathscinet  zmath; Problems Inform. Transmission, 28:1 (1992), 55–65
1991
10. N. V. Verdenskaya, A. G. Tartakovskii, “Asymptotically optimal sequential discrimination of several hypotheses for nonhomogeneous Gaussian processes in a nonsymmetric situation”, Teor. Veroyatnost. i Primenen., 36:3 (1991),  434–445  mathnet  mathscinet  zmath; Theory Probab. Appl., 36:3 (1991), 536–547  isi 10
1988
11. A. G. Tartakovskii, “Sequential Testing of Many Simple Hypotheses with Independent Observations”, Probl. Peredachi Inf., 24:4 (1988),  53–66  mathnet  mathscinet  zmath; Problems Inform. Transmission, 24:4 (1988), 299–309
12. A. G. Tartakovskii, “Detection of Signals with Random Moments of Appearance and Disappearance”, Probl. Peredachi Inf., 24:2 (1988),  39–50  mathnet  mathscinet  zmath; Problems Inform. Transmission, 24:2 (1988), 115–124 6
1987
13. A. G. Tartakovskii, “Optimal Detection of Random-Length Signals”, Probl. Peredachi Inf., 23:3 (1987),  39–47  mathnet  mathscinet; Problems Inform. Transmission, 23:3 (1987), 203–210 2
1986
14. A. G. Tartakovskii, “Optimal Estimation of Scale Parameters”, Probl. Peredachi Inf., 22:3 (1986),  77–87  mathnet  mathscinet  zmath; Problems Inform. Transmission, 22:3 (1986), 222–231
1985
15. A. G. Tartakovskii, “On Sequential Estimation of Intensity of Renewal Processes”, Probl. Peredachi Inf., 21:1 (1985),  40–47  mathnet  mathscinet  zmath; Problems Inform. Transmission, 21:1 (1985), 30–36 1
1982
16. A. G. Tartakovskii, “Sequential Parameter Estimation and Filtering of Stochastic Processes”, Probl. Peredachi Inf., 18:4 (1982),  54–66  mathnet  mathscinet  zmath; Problems Inform. Transmission, 18:4 (1982), 263–272
1981
17. A. G. Tartakovskii, “Sequential Testing of Composite Hypotheses with Dependent Nonstationary Observations”, Probl. Peredachi Inf., 17:1 (1981),  29–42  mathnet  mathscinet  zmath; Problems Inform. Transmission, 17:1 (1981), 18–28
1980
18. A. G. Tartakovskii, “On simultaneous successive detection of signals and parameter estimation with a priori uncertainty”, Avtomat. i Telemekh., 1980, no. 3,  113–122  mathnet  mathscinet

Presentations in Math-Net.Ru
1. Asymptotic optimality in Bayesian quickest changepoint detection revisited
A. Tartakovsky
Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
December 28, 2015 09:30   
2. Sequential hypothesis testing and disorder detection: past and future
Alex G. Tartakovsky
International conference "Stochastic Optimization and Optimal Stopping"
September 25, 2012 11:00   
3. Efficient Numerical Methods for Optimization and Performance Evaluation of Changepoint Detection Procedures
A. G. Tartakovskii
Principle Seminar of the Department of Probability Theory, Moscow State University
March 25, 2009 16:45
4. Многоканальные алгоритмы обнаружения «разладки» с применениями
A. G. Tartakovskii
Principle Seminar of the Department of Probability Theory, Moscow State University
September 14, 2005

Organisations