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