Instantons for rare events in heavy-tailed distributions

DOI10.1088/1751-8121/ABE67BOpenAlexW3129490551MaRDI QIDQ5877083FDOQ5877083

Authors: Mnerh Alqahtani, Tobias Grafke 

Publication date: 3 February 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.03360

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zbMATH Keywords

large deviation principleinstanton equationsnonconvex rate functionsexponentially tilted measuresnonlinear reparametrizations

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Quantum theory (81-XX)

Cites Work

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• Instanton filtering for the stochastic Burgers equation
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Cited In (8)

• An iterative stochastic method for simulating large deviations and rare events
• Gel’fand–Yaglom type equations for calculating fluctuations around instantons in stochastic systems
• Anomalous scalings of fluctuations of the area swept by a Brownian particle trapped in a \(|x|\) potential
• A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilities
• 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
• Symmetries and zero modes in sample path large deviations

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