Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On a new class of score functions to estimate tail probabilities of some
  stochastic processes with Adaptive Multilevel Splitting   We investigate the application of the Adaptive Multilevel Splitting algorithm
for the estimation of tail probabilities of solutions of Stochastic
Differential Equations evaluated at a given time, and of associated temporal
averages.
  We introduce a new, very general and effective family of score functions
which is designed for these problems. We illustrate its behavior on a series of
numerical experiments. In particular, we demonstrate how it can be used to
estimate large deviation rate functionals for the longtime limit of temporal
averages.

15
The categories of this paper are: nucl-ex
23
The categories of this paper are: solv-int
36
The categories of this paper are: cmp-lg
35
The categories of this paper are: mtrl-th
27
The categories of this paper are: comp-gas
37
The categories of this paper are: supr-con
18
The categories of this paper are: econ
34
The categories of this paper are: chem-ph
12
The categories of this paper are: nucl-th
29
The categories of this paper are: funct-an
6
The categories of this paper are: astro-ph
13
The categories of this paper are: quant-ph
4
The categories of this paper are: cond-mat
24
The categories of this paper are: dg-ga
25
The categories of this paper are: patt-sol
1
The categories of this paper are: cs