Large deviations for performance analysis

This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (i.i.d. random variables) through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive, and self-contained. As the book shows, there are sufficiently many interesting applications of jump…