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Instantons for rare events in heavy-tailed distributions - MaRDI portal

Instantons for rare events in heavy-tailed distributions (Q5877083)

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scientific article; zbMATH DE number 7649159
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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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