Instantons for rare events in heavy-tailed distributions (Q5877083)
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scientific article; zbMATH DE number 7649159
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| English | Instantons for rare events in heavy-tailed distributions |
scientific article; zbMATH DE number 7649159 |
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Instantons for rare events in heavy-tailed distributions (English)
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3 February 2023
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large deviation principle
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exponentially tilted measures
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nonconvex rate functions
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nonlinear reparametrizations
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instanton equations
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0.7733437418937683
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0.7715724110603333
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0.75178462266922
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0.7239297032356262
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