On the role of large deviation principle in ordinal comparison for discrete event dynamic systems
Liyi Dai, Chun‐Hung Chen · 2002
Properties of ordinal comparison for discrete-event dynamic systems are investigated by employing the large deviation principle which allows one to have an expression for the rate of convergence of ordinal comparison. With this expression, conditions are obtained under which the rate of convergence of ordinal comparison is exponential. Such an expression also enables one to obtain bounds on the rate of convergence and design sample path generation schemes that maximize the convergence rate of ordinal comparison.