Pages that link to "Item:Q2494582"
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The following pages link to Large deviation asymptotics and control variates for simulating large functions (Q2494582):
Displaying 8 items.
- Large deviations for the empirical mean of an M/M/\(1\) queue (Q351495) (← links)
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
- Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae (Q424504) (← links)
- Large deviations for random dynamical systems and applications to hidden Markov models (Q617911) (← links)
- Fundamental design principles for reinforcement learning algorithms (Q2094028) (← links)
- The ODE method for stability of skip-free Markov chains with applications to MCMC (Q2426609) (← links)
- On the tail asymptotics of the area swept under the Brownian storage graph (Q2448698) (← links)
- Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process (Q2452875) (← links)
