Worst-case large-deviation asymptotics with application to queueing and information theory

DOI10.1016/j.spa.2005.11.003zbMath1092.60015OpenAlexW2020428052MaRDI QIDQ2495380

Charuhas Pandit, Sean P. Meyn

Publication date: 30 June 2006

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2005.11.003

zbMATH Keywords

entropysimulationBayesian inference

Mathematics Subject Classification ID

Bayesian inference (62F15) Large deviations (60F10) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Simulation of dynamical systems (37M05) Measures of information, entropy (94A17)

Related Items (4)

ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS ⋮ Improving Hoeffding's inequality using higher moments information ⋮ Worst-case large deviations upper bounds for i.i.d. sequencesunder ambiguity ⋮ Large deviation asymptotics and control variates for simulating large functions

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