Instantons for rare events in heavy-tailed distributions
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Publication:5877083
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Cited in
(10)- Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems
- Short-time large deviations of the spatially averaged height of a Kardar-Parisi-Zhang interface on a ring
- Eddy-viscous modeling and the topology of extreme circulation events in three-dimensional turbulence
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- Anomalous scalings of fluctuations of the area swept by a Brownian particle trapped in a \(|x|\) potential
- Instanton based importance sampling for rare events in stochastic pdes
- A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilities
- An iterative stochastic method for simulating large deviations and rare events
- Gel’fand–Yaglom type equations for calculating fluctuations around instantons in stochastic systems
- Numerical computation of rare events via large deviation theory
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