Attributed to Rabbi Hayyim of Volozhin (d.1821) founder of the Lithuanian yeshivot:

“Thus will be the advent of the Messiah: you will be sitting in your room alone studying, and your wife will suddenly enter and say, ‘Oy, Hayyim! You are sitting here studying? Don’t you know the Messiah has come?’ Startled, you will sputter three times and say to her, ‘Who told you?’ and she will say to you, ‘Go outside and see for yourself: not a soul is left in the city, not even the babes in their cradles, for everyone has gone out to greet [him].’”

Aviezer Ravitzky, Messianism, Zionism, and Orthodoxy: Historical and Conceptual Background, p. 22