Detection of slightly expressed changes in random environment

Consider a regular parametric family of distributions F(·, θ). The classical change point problem deals with observations corresponding to θ = 0 before a point of change, and θ = μ after that. We substitute the latter constant μ by a set of random variables θ _i,n called a random environment assuming that Eθ _i,n ] = μ _n → 0. The random environment can be independent or obtained by random permutations of a given set. We define the rates of convergence and give the conditions under which the classical parametric change point algorithms apply.