Analysis and approximation of rare events. Representations and weak convergence methods
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continuous time processesdiscrete time processesinfinite dimensional Brownian noiselarge deviationsMonte Carlo for rare eventsrelative entropytightness of measures
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Convergence of probability measures (60B10) Large deviations (60F10) Random measures (60G57) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Brownian motion (60J65) Jump processes on discrete state spaces (60J74) Jump processes on general state spaces (60J76) Monte Carlo methods (65C05)
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- Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
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