Skip to search formSkip to main content
You are currently offline. Some features of the site may not work correctly.

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… Expand
Wikipedia

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2020
2020
  • Daniel Lacker
  • Advances in Applied Probability
  • 2020
  • Corpus ID: 119127701
Abstract This work is devoted to a vast extension of Sanov’s theorem, in Laplace principle form, based on alternatives to the… Expand
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… Expand
2015
2015
In this paper, we consider the statistics of repeated measurements on the output of a quantum Markov chain. We establish a large… Expand
  • figure 1
  • figure 2
  • figure 3
  • figure 4
2013
2013
We report a proof of the quantum Sanov theorem by the elementary application of basic facts about representations of the… Expand
Highly Cited
2009
Highly Cited
2009
We introduce an Internet traffic anomaly detection mechanism based on large deviations results for empirical measures. Using past… Expand
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5
Highly Cited
2003
Highly Cited
2003
We investigate high-rate quantization for various detection and reconstruction loss criteria. A new distortion measure is… Expand
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5
2002
2002
A large deviation principle is proved for the empirical measures of independent identically distributed random variables with a… Expand
Highly Cited
2001
Highly Cited
2001
In this paper, we consider the performance analysis problem for a work conserving link with a large number of independent… Expand
  • table 1
  • figure 4
  • figure 5
Highly Cited
1990
Highly Cited
1990
Cramir's Theorem and Extensions Sanov's Theorem and the Contraction Principle Gaussian Processes and Wentzell-Freidlin Theory… Expand
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… Expand