# Estimating Small Probabilities for Langevin Dynamics

##### References

5,578 citations

### "Estimating Small Probabilities for ..." refers background in this paper

...Though the LDP by itself says nothing about probabilities at a fixed β, the Freidlin-Wentzell theory has Date: April 2012....

[...]

...In particular, the asymptotic behavior of probabilities as β → ∞ satisfy a large deviations principle (LDP) [5]....

[...]

...1 and continuity of ∇V it follows that Aǫ is a continuity set [5] with respect to the rate function φ → ...

[...]

4,705 citations

### "Estimating Small Probabilities for ..." refers background in this paper

...Formally, Xt is a time homogeneous Itō process [1] with conservative drift and constant diffusion....

[...]

4,070 citations

### "Estimating Small Probabilities for ..." refers background in this paper

...Small probabilities of the process (1) have been studied in the large β limit in the context of Freidlin-Wentzell theory [4]....

[...]

1,517 citations

### "Estimating Small Probabilities for ..." refers methods in this paper

...The overdamped version is obtained from a scaling limit of the Langevin equation in which a damping constant tends to infinity [2], [3]....

[...]

1,265 citations

### "Estimating Small Probabilities for ..." refers background in this paper

...[16], [17]), in which one chooses another probability measure P̃ for sampling....

[...]