Instantons for rare events in heavy-tailed distributions
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Cites work
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Cited in
(12)- An iterative stochastic method for simulating large deviations and rare events
- Gel’fand–Yaglom type equations for calculating fluctuations around instantons in stochastic systems
- 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
- Anomalous scalings of fluctuations of the area swept by a Brownian particle trapped in a \(|x|\) potential
- Rare events and single big jump effects in Ornstein-Uhlenbeck processes
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- Numerical computation of rare events via large deviation theory
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