On Gumbel limit for the length of reactive paths-Reference-Cited by-同舟云学术

On Gumbel limit for the length of reactive paths

Published:2014-12-07 Issue:01 Volume:15 Page:1550001
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

Bakhtin Yuri¹

Affiliation:

1. School of Mathematics, Georgia Institute of Technology, 686 Cherry Street, Atlanta, GA 30332-0160, USA

Abstract

We give a new proof of the vanishing noise limit theorem for exit times of one-dimensional diffusions conditioned on exiting through a point separated from the starting point by a potential wall. We also prove a scaling limit for exit location in a model two-dimensional situation.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S021949371550001X

Reference10 articles.

1. Normal forms approach to diffusion near hyperbolic equilibria

2. Scaling limit for the diffusion exit problem in the Levinson case

3. Exit asymptotics for small diffusion about an unstable equilibrium

4. Small noise limit for diffusions near heteroclinic networks

5. Noisy heteroclinic networks

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