Asymptotic Theory of Large Deviations for Markov Chains.
Gilad LermanZeev SchussPublished in: SIAM J. Appl. Math. (1998)
Keyphrases
- large deviations
- markov chain
- markov processes
- importance sampling
- state dependent
- steady state
- stationary distribution
- queue length
- monte carlo
- markov process
- transition probabilities
- finite state
- queueing systems
- random walk
- markov model
- stochastic process
- state space
- stochastic processes
- heavy tailed
- higher order
- generalization bounds
- asymptotically optimal
- random fields
- single server
- markov chain monte carlo
- non stationary
- mutual information
- probabilistic automata