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Lorden's inequality is a statistical result that provides a bound on the probability of a certain event when dealing with the detection of a change in a stochastic process. Specifically, it is often discussed in the context of change-point detection problems, where the goal is to detect a shift in the behavior of a time series or sequence of observations.

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  1. Probabilistic inequalities
  2. Inequalities
  3. Mathematical theorems
  4. Mathematics
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