Rare events and single big jump effects in Ornstein-Uhlenbeck processes

Keyphrases

• Large Deviations 100%
• Anomalous Scaling 100%
• Big Jump 100%
• Ornstein-Uhlenbeck Process 100%
• Jump Effect 100%
• Rate Function 66%
• Continuous Stochastic Process 66%
• Scaling Behavior 33%
• Continuous Time Random Walk 33%
• Stochastic Processes 33%
• Positive Integer 33%
• Path Integral Approach 33%
• Physical Meaning 33%
• Fuller Distribution 33%
• Dynamical Scaling 33%
• Weak Noise 33%
• Noise Regime 33%
• Large Excursion 33%
• Random Velocity 33%
• Ornstein-Uhlenbeck 33%
• Velocity of a Particle 33%
• First Passage 33%

Mathematics

• Rare Event 100%
• Stochastic Process 100%
• Ornstein Uhlenbeck Process 100%
• Rate Function 66%
• Continuous-Time Random Walk 33%
• Scaling Behavior 33%
• Positive Integer 33%
• Functionals 33%
• Critical Point 33%

Physics

• Stochastic Process 100%
• Random Walk 50%