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We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…

Statistical Mechanics · Physics 2023-03-30 Grégoire Ferré , Hugo Touchette

We introduce symplectic quantization, a novel functional approach to quantum field theory which allows to sample quantum fields fluctuations directly in Minkowski space-time, at variance with the traditional importance sampling protocols,…

High Energy Physics - Lattice · Physics 2025-03-24 Martina Giachello , Giacomo Gradenigo , Francesco Scardino

We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…

Computation · Statistics 2023-03-28 Shanyin Tong , Georg Stadler

Reconstructions of the primordial power spectrum (PPS) of curvature perturbations from cosmic microwave background anisotropies and large-scale structure data suggest that the usually assumed power-law PPS has localised features (up to…

Cosmology and Nongalactic Astrophysics · Physics 2019-10-16 Amel Durakovic , Paul Hunt , Subodh P. Patil , Subir Sarkar

This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic…

Computational Physics · Physics 2010-07-08 Molei Tao , Houman Owhadi , Jerrold E. Marsden

We study the problem of scalar particle production after inflation by a rapidly oscillating inflaton field. We use the framework of the chaotic inflation scenario with quartic and quadratic inflaton potentials. Particular attention is paid…

High Energy Physics - Phenomenology · Physics 2009-10-28 Y. Shtanov , J. Traschen , R. Brandenberger

We present a complete framework for determining the asymptotic (or logarithmic) efficiency of estimators of large deviation probabilities and rate functions based on importance sampling. The framework relies on the idea that importance…

Statistical Mechanics · Physics 2021-10-26 Arnaud Guyader , Hugo Touchette

In this paper, we propose an efficient importance sampling algorithm for rare event simulation under copula models. In the algorithm, the derived optimal probability measure is based on the criterion of minimizing the variance of the…

Computation · Statistics 2025-04-07 Siang Cheng , Cheng-Der Fuh , Tianxiao Pang

We consider curved space quantum corrections to the equations of motion of the inflaton field in the early Universe. Using the stochastic formalism in phase space, we demonstrate that the quantum corrected evolution of the inflaton can…

High Energy Physics - Phenomenology · Physics 2009-09-25 Zygmunt Lalak , Rudolf Poppe

Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…

Statistics Theory · Mathematics 2018-11-05 Avetik Karagulyan

A pressing problem in comparing inflationary models with observation is the accurate calculation of correlation functions. One approach is to evolve them using ordinary differential equations ("transport equations"), analogous to the…

Cosmology and Nongalactic Astrophysics · Physics 2012-09-10 David Seery , David J. Mulryne , Jonathan Frazer , Raquel H. Ribeiro

In a number of applications, particularly in financial and actuarial mathematics, it is of interest to characterize the tail distribution of a random variable $V$ satisfying the distributional equation $V\stackrel{\mathcal{D}}{=}f(V)$,…

Probability · Mathematics 2014-07-04 Jeffrey F. Collamore , Guoqing Diao , Anand N. Vidyashankar

In this manuscript, we investigate importance sampling methods for rare-event simulation in diffusion processes. We show, from a large-deviation perspective, that the resulting importance sampling estimator is log-efficient. This connection…

Numerical Analysis · Mathematics 2025-12-22 Zhiwei Gao

We investigate the production of dark matter from curvature perturbations produced during inflation or in standard cosmology, for example during first order phase transitions. Perturbations break Weyl flatness of the…

High Energy Physics - Phenomenology · Physics 2024-09-06 Raghuveer Garani , Michele Redi , Andrea Tesi

We revisit the Lagrangian formulation of stochastic inflation, where the path-integral approach is employed to derive the Langevin equation governing the dynamics of long-wavelength fields, in contrast to the standard method where the…

High Energy Physics - Theory · Physics 2025-10-06 Rajat Kumar Panda , Sukanta Panda , Abbas Tinwala

We study the behaviour of inflationary density perturbations in the vicinity of horizon crossing, using numerical evolution of the relevant mode equations. We explore two specific scenarios. In one, inflation is temporarily ended because a…

Astrophysics · Physics 2009-10-31 Samuel M Leach , Andrew R Liddle

In this paper, we generalize Jordan-Lee-Preskill, an algorithm for simulating flat-space quantum field theories, to 3+1 dimensional inflationary spacetime. The generalized algorithm contains the encoding treatment, the initial state…

Quantum Physics · Physics 2021-10-06 Junyu Liu , Yue-Zhou Li

We explore the role of non-Gaussian fluctuations in primordial black hole (PBH) formation and show that the standard Gaussian assumption, used in all PBH formation papers to date, is not justified. Since large spikes in power are usually…

Astrophysics · Physics 2016-08-24 James S. Bullock , Joel R. Primack

We investigate the entanglement due to geometric corrections in particle creation during inflation. To do so, we propose a single-field inflationary scenario, nonminimally coupled to the scalar curvature of spacetime. We require particle…

General Relativity and Quantum Cosmology · Physics 2023-06-05 Alessio Belfiglio , Orlando Luongo , Stefano Mancini

We review some theoretical and statistical aspects of the origin of the large-scale structure in the Universe, in view of the two most widely known and accepted scenarios: the inflaton and the curvaton scenarios. Among the theoretical…

Astrophysics · Physics 2009-09-29 Yeinzon Rodriguez
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