Tails of exit times from unstable equilibria on the line

Author:

Bakhtin Yuri,Pajor-Gyulai Zsolt

Abstract

AbstractFor a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. We give a revealing elementary proof of a result proved earlier using heavy machinery from Malliavin calculus. In particular, we obtain precise vanishing noise asymptotics for the tail of the exit time and for the exit distribution conditioned on atypically long exits. We also discuss our program on rare transitions in noisy heteroclinic networks.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference8 articles.

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3. Noisy heteroclinic networks

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5. [5] Bass, R. F. (2011). Stochastic Processes (Camb. Ser. Statist. Probab. Math. 33). Cambridge University Press.

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