Rare events in generalized Lévy Walks and the Big Jump principle
Sign Up to like & getrecommendations! Published in 2020 at "Scientific Reports"
DOI: 10.1038/s41598-020-59187-w
Abstract: The prediction and control of rare events is an important task in disciplines that range from physics and biology, to economics and social science. The Big Jump principle deals with a peculiar aspect of the… read more here.
Keywords: big jump; jump principle; rare events; generalized walks ... See more keywords
Single-big-jump principle in physical modeling.
Sign Up to like & getrecommendations! Published in 2019 at "Physical review. E"
DOI: 10.1103/physreve.100.012108
Abstract: The big-jump principle is a well-established mathematical result for sums of independent and identically distributed random variables extracted from a fat-tailed distribution. It states that the tail of the distribution of the sum is the… read more here.
Keywords: jump principle; rare events; jump; single big ... See more keywords