# gst: perform statistics of rare events in stochastic processes by defining stochastic bridges from fixed start and end points.

<< The numerical quantification of the statistics of rare events in stochastic processes is a challenging computational problem. (AA) present a sampling method that constructs an ensemble of stochastic trajectories that are constrained to have fixed start and end points (so-called stochastic bridges). (AA) then show that by carefully choosing a set of such bridges and assigning an appropriate statistical weight to each bridge, one can focus more processing power on the rare events of a target stochastic process while faithfully preserving the statistics of these rare trajectories. >>

Javier Aguilar, Joseph W. Baron, et al. 

Sampling rare trajectories using stochastic bridges. Phys. Rev. E 105, 064138. Jun 30, 2022.

https://journals.aps.org/pre/abstract/10.1103/PhysRevE.105.064138

Keywords: stochasticity, stochastic processes, stochastic bridges, large deviations, rare trajectories, rare event statistics.