Large Deviation Principle for Markov Chains in Continuous Time.
Arnaud de La FortellePublished in: Probl. Inf. Transm. (2001)
Keyphrases
- large deviations
- markov chain
- markov processes
- importance sampling
- state dependent
- steady state
- markov process
- queueing systems
- stationary distribution
- monte carlo
- finite state
- random walk
- queue length
- transition probabilities
- markov model
- state space
- stochastic process
- markov chain monte carlo
- markov models
- heavy tailed
- single server
- generalization bounds
- kullback leibler divergence
- search algorithm
- mathematical programming
- random fields
- information theory