1975
DOI: 10.1007/bf02017929
|View full text |Cite
|
Sign up to set email alerts
|

A theorem about probabilities of large deviations with an application to queuing theory

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
1
1

Citation Types

2
62
0

Year Published

1977
1977
2023
2023

Publication Types

Select...
5
4

Relationship

0
9

Authors

Journals

citations
Cited by 91 publications
(64 citation statements)
references
References 4 publications
2
62
0
Order By: Relevance
“…Using that ln ( f n ) dρ t 0 = −P (t 0 ) and that the function s → P(t 0 − s) − P(t 0 ) is real analytic and strictly convex on (t 0 − t + , t 0 − t − ) by Theorem D, we obtain by the theorem in p. 343 of [PS75] that lim n→+∞ 1 n ln ω n 1 n ln f n > ln f n dρ t 0 + ε…”
Section: Theorem Dmentioning
confidence: 88%
See 1 more Smart Citation
“…Using that ln ( f n ) dρ t 0 = −P (t 0 ) and that the function s → P(t 0 − s) − P(t 0 ) is real analytic and strictly convex on (t 0 − t + , t 0 − t − ) by Theorem D, we obtain by the theorem in p. 343 of [PS75] that lim n→+∞ 1 n ln ω n 1 n ln f n > ln f n dρ t 0 + ε…”
Section: Theorem Dmentioning
confidence: 88%
“…We will apply the theorem in p. 343 of [PS75] to the space J := +∞ n=1 J ( f ) endowed with the probability measure P := +∞ n=1 ω n . Furthermore for each n ≥ 1 we take the random variable W n : J → R as W n +∞ j=1 x j := ln ( f n ) (x n ) .…”
Section: Theorem Dmentioning
confidence: 99%
“…Therefore we have reduced the statements of the theorem aboutṠ W n to proving (18). By definition we have…”
Section: Proof Of Theoremmentioning
confidence: 99%
“…(Note that if ¡fdp = 0, then 1(a) = a2/2<r2 + 0(a3) in the limit a -» 0.) Here we used [Plachky/Steinebach, 1975]. A good discussion of the Laplacetransform technique can be found in [Cox/Griffeaths, 1984].…”
Section: Applicationsmentioning
confidence: 99%