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UID:0-1119@lptms.universite-paris-saclay.fr
DTSTART;TZID=Europe/Paris:20260421T110000
DTEND;TZID=Europe/Paris:20260421T120000
DTSTAMP:20260416T101205Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/lptms-seminar-alb
 erto-bassanoni-universite-de-parme/
SUMMARY:LPTMS Seminar: Alberto Bassanoni (Université de Parme) - Salle des
  séminaires du FAST et du LPTMS\, bâtiment Pascal n°530 - 21 Avr 26 11:
 00
DESCRIPTION:Rare events and single big jump effects in stochastic processes
 \nAlberto Bassanoni (Université de Parme)\n&nbsp\;\n\nRare events in stoc
 hastic processes are typically described within large deviation theory (LD
 T)\, where atypical fluctuations arise from the accumulation of many small
  contributions. In systems with sub-exponential statistics\, however\, rar
 e events can instead be dominated by a single large fluctuation\, as presc
 ribed by the big jump principle (BJP). In this talk\, I will discuss this 
 alternative mechanism and its interplay with standard large deviation beha
 vior across different classes of stochastic processes. I will first focus 
 on power-law dynamics\, such as Lévy processes\, where single big jump ef
 fects control extreme value statistics and first-passage properties\, incl
 uding the behavior of the fastest trajectories in multi-particle settings\
 , in particular their mean exit time from a bounded domain. I will then tu
 rn to processes with stretched-exponential statistics\, with particular em
 phasis on the Ornstein–Uhlenbeck process. Using a renewal representation
 \, one can identify a crossover between a regime of typical fluctuations d
 escribed by LDT and a rare-event regime governed by the BJP\, providing a 
 physical interpretation of previously observed anomalous solutions in term
 s of single big jump effects. Finally\, I will briefly discuss a perturbat
 ive approach that allows one to access intermediate regimes of moderate de
 viations\, interpolating between these two limits.\n\n&nbsp\;
CATEGORIES:seminars
LOCATION:Salle des séminaires du FAST et du LPTMS\, bâtiment Pascal n°53
 0\, rue André Riviere\, Orsay\, 91405\, France
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=rue André Riviere\, Orsay\
 , 91405\, France;X-APPLE-RADIUS=100;X-TITLE=Salle des séminaires du FAST 
 et du LPTMS\, bâtiment Pascal n°530:geo:0,0
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DTSTART:20260329T030000
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