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Optimal paths and the prehistory problem for large fluctuations in noise-driven systems.

Research output: Contribution to journalJournal article

Published

Journal publication date4/05/1992
JournalPhysical Review Letters
Journal number18
Volume68
Number of pages4
Pages2718-2721
Original languageEnglish

Abstract

A prehistory problem is formulated for large occasional fluctuations in noise-driven systems. It has been studied theoretically and experimentally, thereby illuminating the concept of optimal paths and making it possible to visualize and investigate them. The prehistory probability distribution measured for a white-noise-driven system, taken as an example, is shown to be in agreement with the theory.