  The detection of change-points in a spatially or time ordered data sequence
is an important problem in many fields such as genetics and finance. We derive
the asymptotic distribution of a statistic recently suggested for detecting
change-points. Simulation of its estimated limit distribution leads to a new
and computationally efficient change-point detection algorithm, which can be
used on very long signals. We assess the algorithm via simulations and on
previously benchmarked real-world data sets.
