Large deviations, hypotheses testing, and source coding for finite Markov chains.
S. NatarajanPublished in: IEEE Trans. Inf. Theory (1985)
Keyphrases
- markov chain
- large deviations
- markov processes
- importance sampling
- state dependent
- steady state
- queue length
- markov process
- monte carlo
- stationary distribution
- finite state
- transition probabilities
- state space
- queueing systems
- random walk
- markov model
- stochastic process
- search space
- heavy tailed
- information theoretic
- rate distortion
- single server
- dynamic programming
- stochastic processes
- coding scheme