An Introduction to Large Deviations for Teletraffic Engineers
Lewis, John
Russell, Raymond
Abstract
| What Large Deviation Theory is About Roughly speaking, Large
Deviations is a theory of rare events. It is probably the most
active field in probability theory at present, one which has many
surprising ramifications. One of its applications is to the analysis
of the tails of probability distributions and, in recent years,
this aspect of the theory has been widely used in queuing theory.
The aim of this tutorial is to introduce the reader to the ideas
underlying the theory, to explain why it is called "Large Deviations",
and to outline the main theorems and some important applications,
in particular the application to queuing theory.
|
Keywords
large deviations
queuing theory
probability
Notes
Related Papers
Bibtex
@unpublished {lewis.russell_largedev96,
author = {Lewis, John and Russell, Raymond},
title = {An Introduction to Large Deviations for Teletraffic Engineers},
year = {1996},
note = {ftp://www.stp.dias.ie/DAPG/LDtut96.ps},
url = {ftp://www.stp.dias.ie/DAPG/LDtut96.ps}
}