Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection

Moshe Pollak, Pollak, Moshe , Тартаковский, Александр Г, and Tartakovskii, Alexander G. 2008. “Asymptotic Exponentiality Of The Distribution Of First Exit Times For A Class Of Markov Processes With Applications To Quickest Change Detection”. Teoriya Veroyatnostei I Ee Primeneniya, 53, Pp. 500–515.