Any finite-ARL multi-stream change detector has trivial worst-case FDR, FWER, PFER, and GER; this paper defines error-over-patience (EOP) and gives e-detector based procedures that control EOP uniformly over stopping times.
Apply the dominated convergence theorem to the inequality in Proposition D.1 (since we know that CCD is uniformly bounded in [0 , 1]) as t → ∞
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Multiple testing in multi-stream sequential change detection
Any finite-ARL multi-stream change detector has trivial worst-case FDR, FWER, PFER, and GER; this paper defines error-over-patience (EOP) and gives e-detector based procedures that control EOP uniformly over stopping times.