Rare-event tails of time-integrated velocity powers in Ornstein-Uhlenbeck processes are shown to arise from a single dominant excursion, via an excursion-based random walk mapping.
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Rare Events and Single Big Jump Effects in Ornstein-Uhlenbeck Processes
Rare-event tails of time-integrated velocity powers in Ornstein-Uhlenbeck processes are shown to arise from a single dominant excursion, via an excursion-based random walk mapping.