Large Deviations and Queueing Applications
The theory of Large Deviations (LD) is concerned with the probability that certain stochastic processes attain extreme values, i.e., values far away from their mean value. This theory is founded by Cramér, Chernoff, and Sanov in the 1940’s and 1950’s. In particular, they applied it to stochastic problems in statistics and physics. The publications of Donsker, Varadhan, and Ellis in the 1970’s and 1980’s can also be regarded as important contributions to the development of the theory.
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