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Asymptotic expansions of the invariant density of a Markov process with a small parameter

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Publication:1107898
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zbMath0653.60027MaRDI QIDQ1107898

Toshio Mikami

Publication date: 1988

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1988__24_3_403_0


zbMATH Keywords

asymptotic expansionFreidlin-Wentzell quasi potentialinvariant density of Markov processessmall random perturbations of dynamical systems


Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10)


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Limit behavior of the invariant measure for Langevin dynamics ⋮ Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential ⋮ Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions ⋮ The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise ⋮ The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise ⋮ Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view



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