Book Review: Large deviations

Book Review

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Large Deviations

Large Deviations

This paper is based on Wald Lectures given at the annual meeting of the IMS in Minneapolis during August 2005. It is a survey of the theory of large deviations. 1. Large deviations for sums. The role of " large deviations " is best understood through an example. Suppose that X random variables, for instance, normally distributed with mean zero and variance 1. Then, E e θ(X 1 +···+X n) = E[e θX ...

Large Deviations for Large Capacity

In this paper, we study large deviations of large capacity loss networks with xed routing. We use two-level modelling for the loss networks: the call level and the cell level. At the call level, a call request is accepted if it succeeds an admission test. The test is based on a polyhedral set of the number of calls in progress when a new call arrives. After being accepted, a call then transmits...

Book Review