Seminario dr. Alessandro Vezzani "Big jump principle in physical modelling" - 10 Aprile 2025 ore 17:00 - Aula C - Dipartimento interuniversitario di Fisica.

Il giorno 10 Aprile 2025, alle ore 17:00 presso l’aula C del Dipartimento di Fisica, il Dott. Alessandro Vezzani, Institute of Materials for Electronics and Magnetism - CNR Parma, terrà un seminario dal titolo “Big jump principle in physical modelling”.
Il personale docente, i ricercatori, i dottorandi e gli studenti sono invitati.

The big jump principle has been rigorously established for the sum of independent and identically distributed random variables extracted from a fat tailed distribution. It states that in the distribution that describes the sum the rare events are determined by a single random variable i.e. the largest summand. In practice, it means that the mechanism leading to rare events is not caused by a set of many small deviations all in the same direction, but one jump, the biggest of the lot, fully describes the rare large fluctuations. We extend the big jump principle beyond the case of independent random variables to Lévy walks, Lévy Lorentz Gas and to stochastic differential equations. Moreover, the principle has been applied not only to the study the probability distributions but also to different observables such as exit times and extreme value statistic. We argue that the big jump principle can serve as a tool for estimating the risk of rare events in many complex processes featuring heavy tailed distributions.