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Multi-point Gaussian states, quadratic-exponential cost functionals, and large deviations estimates for linear quantum stochastic systems.
Igor G. Vladimirov
Ian R. Petersen
Matthew R. James
Published in:
CoRR (2017)
Keyphrases
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stochastic systems
large deviations
confidence intervals
importance sampling
heavy tailed
markov chain
maximum likelihood
queue length
monte carlo
generalization bounds
objective function
markov processes
special case
pairwise
total cost
gaussian distribution
state dependent
generalized gaussian