Schema della sezione

  • Numerical algorithms for the large deviations

    Slides del docente

    PP 6.8

    Cristian Giardina · Jorge Kurchan · Vivien Lecomte ·
    Julien Tailleur, Simulating Rare Events in Dynamical Processes

    https://link.springer.com/article/10.1007/s10955-011-0350-4

    Vivien Lecomte and Julien Tailleur,  A numerical approach to large deviations in continuous time

    https://iopscience.iop.org/article/10.1088/1742-5468/2007/03/P03004/meta

    Per prepararsi alla lezione 11, leggere l'articolo

    Computation of extreme heat waves in climate models using a large deviation algorithm

    https://www.pnas.org/doi/10.1073/pnas.1712645115

    An interesting article, not related to the lecture's main subject

    Large deviations and portfolio optimization

    https://arxiv.org/abs/cond-mat/9802059