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Surveillance of the Interaction Parameter of the Ising Model
Department of Statistics, Göteborg University, Göteborg, Sweden.
1999 (English)In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 28, no 12, 3009-3027 p.Article in journal (Refereed) Published
Abstract [en]

Surveillance to detect changes of spatial patterns is of interest in many areas such as environmental control and regional analysis. Here the interaction parameter of the Ising model, is considered. A minimal sufficient statistic and its asymptotic distribution are used. It is demonstrated that the convergence to normal distribution is rapid. The main result is that when the lattice is large, all approximations are better in several respects. It is shown that, for large lattice sizes, earlier results on surveillance of a normally distributed random variable can be used in cases of most interest. The expected delay of alarm at a fixed level of false alarm probability is examined for some examples. Copyright © 1999 by Marcel Dekker, Inc.

Place, publisher, year, edition, pages
New York: Taylor & Francis, 1999. Vol. 28, no 12, 3009-3027 p.
Keyword [en]
Ising model, sufficient statistic, asymptotic normality, surveillance, expected delay
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:hh:diva-22941DOI: 10.1080/03610929908832462ISI: 000084122200013Scopus ID: 2-s2.0-0000762663OAI: oai:DiVA.org:hh-22941DiVA: diva2:630326
Note

This work was supported by the Swedish Radiation Protection Institute and the Swedish Council for Research in the Humanities and Social Sciences.

Available from: 2013-06-18 Created: 2013-06-18 Last updated: 2015-03-03Bibliographically approved

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CiteExportLink to record
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Citation style
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Output format
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