The relationship of the large deviation rate, $\psi^\ast(a)$, of the mean of independent and identically distributed random variables to their cumulant generating function, $\psi(\lambda)$, is well ...

This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...

An integral inequality for convex functions is deduced from Jensen's inequality. This gives as a special case a commonly-used inequality in the analysis of call congestion in queueing theory which has ...