Extremal Large Deviations in Controlled I .

  title={Extremal Large Deviations in Controlled I .},
  author={I. DerarR. and Processeswith and TestingNahum and ShimkinInstitute},
  • Derar R. I., Processeswith, +1 author ShimkinInstitute
  • Published 1993
We consider a controlled i.i.d. process, where several i.i.d. sources are sampled sequentially. Any causal sampling policy, possibly history-dependent, may be employed. The purpose is to characterize the extremal large deviations of the sample mean, namely to obtain asymptotic rate bounds (similar to and extending Cram er's theorem) which hold uniformly… CONTINUE READING