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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… Expand
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Papers overview

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2017
2017
Importance sampling has become an important tool for the computation of extreme quantiles and tail-based risk measures. For… Expand
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2016
2016
This work is devoted to a vast extension of Sanov's theorem, in Laplace principle form, based on alternatives to the classical… Expand
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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
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2014
2014
We report a proof of the quantum Sanov theorem by the elementary application of basic facts about representations of the… Expand
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2013
2013
We report a proof of the quantum Sanov Theorem by elementary application of basic facts about representations of the symmetric… Expand
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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
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2009
2009
The probability of error in the Koetter-Vardy algebraic soft-decoding algorithm for Reed-Solomon codes is determined by the… Expand
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2003
2003
We investigate high-rate quantization for various detection and reconstruction loss criteria. A new distortion measure is… Expand
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2000
2000
The physical concept of entropy as it is used in thermodynamics is related to the mathematical formulation of a Shannon entropy… Expand
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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
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