A Note on Asymptotic Exponential Arbitrage with Exponentially Decaying Failure Probability.

Kai Du Ariel David Neufeld

Published in: J. Appl. Probab. (2013)

Keyphrases

failure rate
large deviations
real time
database
long term
probability distribution
worst case
model selection
probability theory
failure prediction
highly reliable
central limit theorem
laplace transform
expected values
root cause
asymptotically optimal
conditional probabilities
learning algorithm