A framework for the direct evaluation of large deviations in non-Markovian processes

DOI10.1088/1751-8113/49/47/47LT02zbMath1356.60043arXiv1603.05634OpenAlexW3103141808MaRDI QIDQ3181134

Rosemary J. Harris, Massimo Cavallaro

Publication date: 22 December 2016

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

Full work available at URL: https://arxiv.org/abs/1603.05634

zbMATH Keywords

simulationslarge deviation theorynon-Markovian processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (4)

Effective bandwidth of non-Markovian packet traffic ⋮ The explicit form of the rate function for semi-Markov processes and its contractions ⋮ Sampling rare events across dynamical phase transitions ⋮ Rare event simulation for stochastic dynamics in continuous time

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