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....
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...In particular, the asymptotic behavior of probabilities as β → ∞ satisfy a large deviations principle (LDP) [5]....
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...1 and continuity of ∇V it follows that Aǫ is a continuity set [5] with respect to the rate function φ → ...
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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....
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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]....
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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]....
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1,265 citations
"Estimating Small Probabilities for ..." refers background in this paper
...[16], [17]), in which one chooses another probability measure P̃ for sampling....
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