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

Stochastic Processes and their Applications

Volumn 116, Issue 5, 2006, Pages 724-756

  Pandit, Charuhas ^a   Meyn, Sean ^b  

^a MORGAN STANLEY   (United States)

^b University of Illinois at Urbana Champaign   (United States)

Author keywords

Bayesian inference; Entropy; Large deviations; Queueing; Simulation

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; FUNCTION EVALUATION; PHASE SPACE METHODS; QUEUEING THEORY; RANDOM PROCESSES;

APPROXIMATION ALGORITHM; BAYESIAN INFERENCE; KULLBACK-LEIBLER DIVERGENCE; LARGE DEVIATIONS;

INFORMATION THEORY;

EID: 33747217583     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.11.003     Document Type: Article

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