seminars:stat:april162026 [Department of Mathematics and Statistics, Binghamton University]

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<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematics and Statistics</WRAP>

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^  **DATE:**|Thursday, April 16, 2026 |
^  **TIME:**|1:30pm -- 2:30pm |
^  **LOCATION:**|WH 100E|
^  **SPEAKER:**|Zhongyuan Zhao, Binghamton University|
^  **TITLE:**|On the quasi-stationary distribution of the Shiryaev–Roberts recurrence driven by exponential data|
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<WRAP centeralign>**Abstract**</WRAP>
We investigate the phenomenon of quasi-stationarity exhibited by the Generalized Shiryaev–Roberts (GSR) change-point detection statistic designed to detect an increase in the mean of a sequence of independent exponentially distributed random variables. We derive lower- and upper-bounds for the GSR statistic’s quasi-stationary distribution as well as for the associated stationary “killing rate”. A short numerical study demonstrates that all of the obtained bounds are sufficiently tight for practical purposes. We conclude with an application of the obtained bounds to quickest change-point detection: we translate the bounds for the killing rate into bounds for the Average Run Length (ARL) to false alarm of Pollak’s (1985) randomized variant of the GSR detection procedure.


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