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Sanov's theorem

In information theory, Sanov's theorem gives a bound on the probability of observing an atypical sequence of samples from a given probability… 
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Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
  • P. Nyquist
  • Journal of Applied Probability
  • 2017
  • Corpus ID: 38064821
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
  • J. Bucklew
  • IEEE Trans. Inf. Theory
  • 1987
  • Corpus ID: 30679902
A proof of Shannon's source coding theorem is given using results from large deviation theory. In particular Sanov's theorem on…