The Large Deviations of Estimating Rate Functions

DOI10.1239/jap/1110381386zbMath1077.60028OpenAlexW2031453108MaRDI QIDQ5312856

Ken R. Duffy, Anthony P. Metcalfe

Publication date: 25 August 2005

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1110381386

zbMATH Keywords

large deviation estimatequeue length tail estimate

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10)

Related Items (7)

Towards a large deviation theory for strongly correlated systems ⋮ Optimal hedging via large deviation ⋮ Estimating Loynes' exponent ⋮ Convergence of the integral fluctuation theorem estimator for nonequilibrium Markov systems ⋮ Logarithmic asymptotics for a single-server processing distinguishable sources ⋮ Tail asymptotics for busy periods ⋮ How to estimate the rate function of a cumulative process

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