Translate

Visualizzazione post con etichetta stochastic processes. Mostra tutti i post
Visualizzazione post con etichetta stochastic processes. Mostra tutti i post

sabato 2 luglio 2022

# 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.


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

venerdì 2 agosto 2019

# gst: dissolve into randomness, the kinetics

AA << have developed mathematical tools that send that shot across the bow-they determine when randomness emerges in any stochastic (random) system, answering a long-standing question: When does randomness set in during a random walk? >>

<< We are trying to describe an effect as exactly as possible irrespective of the cause. >> Rajan K. Chakrabarty

<< physicists normally solve problems by mathematically describing a cause and effect and marrying the two for a solution. But this new tool cares nothing about the cause, only about mathematically capturing the effect. >>

Tony Fitzpatrick. New tools reveal prelude to chaos. Washington University in St. Louis. Jun 6, 2018

https://m.phys.org/news/2018-06-tools-reveal-prelude-chaos.html  

Pai Liu, William R. Heinson, et al. Establishing the kinetics of ballistic-to-diffusive transition using directional statistics. Phys. Rev. E 97, 042102. Apr 4, 2018.

https://journals.aps.org/pre/abstract/10.1103/PhysRevE.97.042102