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2020

2020

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

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

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

Highly Cited

2003

Highly Cited

2003

We investigate high-rate quantization for various detection and reconstruction loss criteria. A new distortion measure is… Expand

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

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

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