Large Deviations of Square Root Insensitive Random Sums.

Predrag R. Jelenkovic Petar Momcilovic

Published in: Math. Oper. Res. (2004)

Keyphrases

square root
large deviations
heavy tailed
arrival rate
queue length
floating point
kalman filtering
queueing systems
probability density function
state dependent
euclidean space
bayesian networks
markov chain
principal component analysis
generalized gaussian
probability distribution
probabilistic model