Large Deviations for Continuous Time Random Walks.
Wanli WangEli BarkaiStanislav BurovPublished in: Entropy (2020)
Keyphrases
- large deviations
- random walk
- markov processes
- markov chain
- importance sampling
- markov process
- state dependent
- queueing systems
- stationary distribution
- steady state
- transition probabilities
- queue length
- monte carlo
- directed graph
- state space
- stochastic processes
- random fields
- non stationary
- model selection
- machine learning
- sample size
- generalization bounds
- heavy tailed