Asymptotic exponentiality of exit times

DOI10.1016/0167-7152(83)90024-XzbMath0521.60084OpenAlexW1970251968MaRDI QIDQ1055096

Federico Marchetti

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(83)90024-x

zbMATH Keywords

asymptotic behaviourprincipal eigenvalueexit timessingular perturbation theorydiffusion on manifolds

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

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Delayed-exponential approximation of a linear homogeneous diffusion model of neuron ⋮ Association rates of diffusion-controlled reactions in two dimensions ⋮ Competition between slow and fast regimes for extreme first passage times of diffusion

Cites Work

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• Limit theorems in stochastic biochemical modelling
• Asymptotic estimates for the principal eigenvalue of the Laplacian in a geodesic ball
• Spectra of domains in compact manifolds
• On the exponential exit law in the small parameter exit problem
• Solutions of ordinary differential equations as limits of pure jump markov processes

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