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math.PR2021
Hamilton-Jacobi-Bellman equations for Chemical Reaction Networks
Michael Snarski
This is an expository note on large deviations, Hamilton-Jacobi-Bellman (HJB) equations, and the role of the Freidlin-Wentzell quasipotential in Chemical Reaction Networks (CRNs).…
math.PR2018
Infinite Swapping using IID Samples
Paul Dupuis, Guo-Jhen Wu, Michael Snarski
We propose a new method for estimating rare event probabilities when independent samples are available. It is assumed that the underlying probability measures satisfy a large devia…