# Instantons for rare events in heavy-tailed distributions

@article{Alqahtani2020InstantonsFR, title={Instantons for rare events in heavy-tailed distributions}, author={Mnerh Alqahtani and Tobias Grafke}, journal={Journal of Physics A: Mathematical and Theoretical}, year={2020}, volume={54} }

Large deviation theory and instanton calculus for stochastic systems are widely used to gain insight into the evolution and probability of rare events. At its core lies the fact that rare events are, under the right circumstances, dominated by their least unlikely realization. Their computation through a saddle-point approximation of the path integral for the corresponding stochastic field theory then reduces an inefficient stochastic sampling problem into a deterministic optimization problem…

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