An Introduction to Large Deviations for Teletraffic Engineers
نویسندگان
چکیده
Roughly speaking, Large Deviations is a theory of rare events. It is probably the most active field in probability theory at present, one which has many surprising ramifications. One of its applications is to the analysis of the tails of probability distributions and, in recent years, this aspect of the theory has been widely used in queuing theory. The aim of this tutorial is to introduce the reader to the ideas underlying the theory, to explain why it is called “Large Deviations”, and to outline the main theorems and some important applications, in particular the application to queuing theory. Here is a summary of what you will learn from this tutorial:
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