A large deviations heuristic made precise

DOI10.1017/S0305004199004260zbMATH Open0962.60005OpenAlexW1986455236MaRDI QIDQ4493493FDOQ4493493

Authors: Neil O'Connell 

Publication date: 19 September 2000

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004199004260

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zbMATH Keywords

large deviation principlerate functionSanov's theoremrelative entropy functionextended contraction principleMonge-Kontorovich-Ornstein distancestochastic bin-packing problem

Mathematics Subject Classification ID

Large deviations (60F10)

Cited In (4)

• Load optimization in a planar network
• Worst-case large-deviation asymptotics with application to queueing and information theory
• Large deviations at equilibrium for a large star-shaped loss network.
• Asymptotic analysis of the optimal cost in some transportation problems with random locations

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