Large deviations of bivariate Gaussian extrema.

Remco van der Hofstad Harsha Honnappa

Published in: Queueing Syst. Theory Appl. (2019)

Keyphrases

large deviations
heavy tailed
scale space
queueing systems
queue length
importance sampling
generalized gaussian
multiscale
asymptotically optimal
state dependent
gaussian distribution
markov processes
generalization bounds
gaussian mixture model
steady state
arrival rate
maximum likelihood