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2017

2017

Abstract Importance sampling has become an important tool for the computation of extreme quantiles and tail-based risk measures…

2015

2015

In this paper, we consider the statistics of repeated measurements on the output of a quantum Markov chain. We establish a large…

2013

2013

We report a proof of the quantum Sanov theorem by the elementary application of basic facts about representations of the…

2011

2011

We give a general setting for Cram\'er's large deviations theorem for the empirical means of a field of random vectors, which…

Highly Cited

2009

Highly Cited

2009

We introduce an Internet traffic anomaly detection mechanism based on large deviations results for empirical measures. Using past…

2002

2002

A large-deviation principle is proved for the empirical measures of independent and identically distributed random variables with…

Review

1991

Review

1991

Preface to the Second Edition. Preface to the First Edition. Acknowledgments for the Second Edition. Acknowledgments for the…

Highly Cited

1990

Highly Cited

1990

Cramir's Theorem and Extensions Sanov's Theorem and the Contraction Principle Gaussian Processes and Wentzell-Freidlin Theory…

1987

1987

A proof of Shannon's source coding theorem is given using results from large deviation theory. In particular Sanov's theorem on…