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Chernoff’s Bound and Asymptotic Expansions

  • James Antonio Bucklew
Part of the Springer Series in Statistics book series (SSS)

Abstract

The large deviation theory of Chapter 3 tells us what the asymptotic rates to zero are of various sequences of rare event probabilities. The very reason for this book is that in almost all applications, this knowledge is not sufficient. We actually need to know what the probability is (or at least have a good estimate of it) in order to complete an engineering system analysis or design. The philosophy of this book is that we are going to simulate in order to obtain that number.

Keywords

Asymptotic Expansion Gaussian Random Variable Moment Generate Function Large Deviation Theory Rare Event Probability 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • James Antonio Bucklew
    • 1
  1. 1.Department of Electrical and Computer EngineeringUniversity of Wisconsin-MadisonMadisonUSA

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