2 papers
physics.comp-ph2025
Numerical Aspects of Large Deviations
Alexander K. Hartmann
An introduction to numerical large-deviation sampling is provided. First, direct biasing with a known distribution is explained. As simple example, the Bernoulli experiment is used…
physics.data-an2024
Numerical Estimation of Limiting Large-Deviation Rate Functions
Peter Werner, Alexander K. Hartmann
For statistics of rare events in systems obeying a large-deviation principle, the rate function is a key quantity. When numerically estimating the rate function one is always restr…