The Large Deviations of Estimating Rate Functions

DOI10.1239/JAP/1110381386MaRDI QIDQ5312856zbMATH OpenOpenAlexFDO

Authors Ken R. Duffy, Anthony 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

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

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Cites work

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• A Convergence Theory for Saddle Functions
• A function space large deviation principle for certain stochastic integrals
• A large deviation analysis of errors in measurement based admission control to buffered and bufferless resources
• A large deviation principle with queueing applications
• An inverse of Sanov's theorem
• Bayesian network management
• Distribution-free confidence intervals for measurement of effective bandwidth
• Isometries for the Legendre-Fenchel Transform
• Large deviations and idempotent probability
• Large deviations and strong mixing
• Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
• Logarithmic asymptotics for the supremum of a stochastic process

Cited in

(17)

• On the large deviation principle for a quadratic functional of the autoregressive process
• Large deviation asymptotics for busy periods
• Logarithmic asymptotics for a single-server processing distinguishable sources
• Observing a Preferred Distribution
• How to estimate the rate function of a cumulative process
• Large deviations rate function for polling systems
• Worst-case large-deviation asymptotics with application to queueing and information theory
• Large deviations for functionals of stationary processes
• Large deviation for stationary processes
• Optimal hedging via large deviation
• Differential techniques for the identification of the rate function in the large deviation principle
• Convergence of the integral fluctuation theorem estimator for nonequilibrium Markov systems
• Some Useful Functions for Functional Large Deviations
• Identifying a large deviation rate function
• Towards a large deviation theory for strongly correlated systems
• Estimating Loynes' exponent
• A uniform estimate for rate functions in large deviations

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