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Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line.

Fima C. KlebanerA. V. LogachovA. A. Mogulskii
Published in: Probl. Inf. Transm. (2020)
Keyphrases
  • large deviations
  • non stationary
  • moving objects
  • queue length
  • queueing systems
  • heavy tailed
  • importance sampling
  • machine learning
  • generalization bounds