On large deviations for Poisson stochastic integrals.

Marat V. Burnashev Yury A. Kutoyants

Published in: Probl. Inf. Transm. (2012)

Keyphrases

large deviations
state dependent
markov processes
importance sampling
monte carlo
queue length
heavy tailed
steady state
generalization bounds
closed form
asymptotically optimal
stochastic model
single server
machine learning
queueing networks
model selection
markov chain
learning algorithm