The Markov Memory for Generating Rare Events

Abstract

We classify the rare events of structured, memoryful stochastic processes and use this to analyze sequential and parallel generators for these events. Given a stochastic process, we introduce a method to construct a new process whose typical realizations are a given process' rare events. This leads to an expression for the minimum memory required to generate rare events. We then show that the recently discovered classical-quantum ambiguity of simplicity also occurs when comparing the structure of process fluctuations.

10 pages, 5 figures; http://csc.ucdavis.edu/~cmg/compmech/pubs/mmgre.htm

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