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Special Topic: Applications of Large Deviation Theory

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Stationary Processes and Discrete Parameter Markov Processes

Part of the book series: Graduate Texts in Mathematics ((GTM,volume 293))

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Abstract

This chapter includes two applications of the large deviation theory presented in Chapter 21. One concerns an application to a problem in cryptography in which, among other motivations, hackers attempt to break a password by guessing. The other is an application to the efficiency of large sample statistical tests of hypothesis.

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Notes

  1. 1.

    This example is based on Hanawal and Sundaresan (2011).

  2. 2.

    See Bhattacharya and Waymire (1990, 2009), pp.184–189 for a related treatment of Shannon entropy.

  3. 3.

    The textbook by Cover and Thomas (2006) provides a good foundation for the general concepts and results encountered in information theory.

  4. 4.

    Serfling (1980), Chapter 10, Bhattacharya et al. (2016), Chapter 8.

  5. 5.

    Serfling (1980), Chapter 10; Chernoff (1952).

  6. 6.

    See Serfling (1980), Chapter 10; Bhattacharya and Waymire (2016), Chapter 8.

  7. 7.

    Bhattacharya et al. (2016), Chapter 8.

  8. 8.

    We follow Serfling (1980), Chapter 10, for the proof of the following result of Bahadur (1960; 1971).

  9. 9.

    Abrahamson (1965).

References

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Bhattacharya, R., Waymire, E. (2022). Special Topic: Applications of Large Deviation Theory. In: Stationary Processes and Discrete Parameter Markov Processes. Graduate Texts in Mathematics, vol 293. Springer, Cham. https://doi.org/10.1007/978-3-031-00943-3_22

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