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

M. I. Dykman; P. V. E. McClintock; V. N. Smelyanski; N. D. Stein; N. G. Stocks

doi:10.1103/PhysRevLett.68.2718

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

M. I. Dykman, P. V. E. McClintock, V. N. Smelyanski, N. D. Stein, and N. G. Stocks

Phys. Rev. Lett. 68, 2718 – Published 4 May 1992

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.