Entropy and Large Deviations for Discrete-Time Markov Chains.
Guy FayolleArnaud de La FortellePublished in: Probl. Inf. Transm. (2002)
Keyphrases
- large deviations
- markov chain
- markov processes
- importance sampling
- state dependent
- steady state
- markov process
- queueing systems
- finite state
- queue length
- monte carlo
- transition probabilities
- random walk
- stationary distribution
- state space
- information theory
- markov model
- information theoretic
- mutual information
- stochastic process
- relative entropy
- heavy tailed
- stochastic processes
- markov chain monte carlo
- generalization bounds
- search algorithm
- asymptotically optimal
- single server