This book reports our research on detection of change processes that underlie psychophysical, learning, medical diagnosis, military, and pro duction control situations, and share three major features. First, the states of the process are not directly observable but become gradually known with the sequential acquisition of fallible information over time. Second, the mechanism that generates the fallible information is not stationary; rather, it is subjected to a sudden and irrevocable change. Thirdly, in complete, probabilistic information about the time of change is available when the process...