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Geometrical optics of large deviations of fractional Brownian motion

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 30 Jun 2022Embargo end date: 01 Jan 2022 France Publisher:American Physical Society (APS)Journal:Physical Review E, volume 105 (issn: 2470-0045, eissn: 2470-0053, Copyright policy )
Authors: Meerson, Baruch; Oshanin, Gleb;

doi: 10.1103/physreve.105.064137 , 10.48550/arxiv.2204.01112

pmid: 35854589

arXiv: http://arxiv.org/abs/2204.01112

Geometrical optics of large deviations of fractional Brownian motion

Abstract

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, $-\infty

9 pages, 7 figures

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France
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Keywords

Statistical Mechanics (cond-mat.stat-mech), Probability (math.PR), FOS: Mathematics, FOS: Physical sciences, [MATH] Mathematics [math], fractional Brownian motion, large deviations, Condensed Matter - Statistical Mechanics, Mathematics - Probability, [PHYS] Physics [physics]

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    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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    influence
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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
10
Top 10%
Average
Top 10%
Green