Chapter 4. Large Deviations for Gaussian Processes

  1. Michel Mandjes

Published Online: 11 MAY 2007

DOI: 10.1002/9780470515099.ch4

Large Deviations for Gaussian Queues: Modelling Communication Networks

Large Deviations for Gaussian Queues: Modelling Communication Networks

How to Cite

Mandjes, M. (2007) Large Deviations for Gaussian Processes, in Large Deviations for Gaussian Queues: Modelling Communication Networks, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9780470515099.ch4

Author Information

  1. Korteweg-de Vries Institute for Mathematics, University of Amsterdam, The Netherlands

Publication History

  1. Published Online: 11 MAY 2007
  2. Published Print: 20 APR 2007

ISBN Information

Print ISBN: 9780470015230

Online ISBN: 9780470515099

SEARCH

Keywords:

  • large deviations Gaussian processes;
  • large deviations and rare event probabilities;
  • Chernoff bound and Borel–Cantelli lemma;
  • Schilder's theorem;
  • Framework – reproducing kernel Hilbert space;
  • using ‘multivariate Cramer’;
  • sample-path ldp for Gaussian processes

Summary

This chapter contains sections titled:

  • Cramér's theorem

  • Schilder's theorem