Geometrical optics of large deviations of fractional Brownian motion

التفاصيل البيبلوغرافية
العنوان: Geometrical optics of large deviations of fractional Brownian motion
المؤلفون: Meerson, B., Oshanin, G.
سنة النشر: 2022
مصطلحات موضوعية: Condensed Matter - Statistical Mechanics, Mathematics - Probability
الوصف: It has been shown recently that the optimal fluctuation method -- essentially geometrical optics -- provides a valuable insight into large deviations of Brownian motion. Here we extend the geometrical optics formalism to two-sided, $-\inftyComment: 9 pages, 7 figures
نوع الوثيقة: Working Paper
DOI: 10.1103/PhysRevE.105.064137
URL الوصول: http://arxiv.org/abs/2204.01112
رقم الانضمام: edsarx.2204.01112
قاعدة البيانات: arXiv
الوصف
DOI:10.1103/PhysRevE.105.064137