Couplings and asymptotic exponentiality of exit times
type: Item
instance of: scholarly article
title: Couplings and asymptotic exponentiality of exit times
zbMATH Open document ID: 0939.60014
DOI: 10.1023/B:JOSS.0000026739.46334.05
published in: Journal of Statistical Physics
publication date: 2000-06-28T00:00:00Z
review text: The paper studies asymptotics related to exit times from a domain for small random perturbations of a dynamical system with several stable fixed points which is a partial case of the Freidlin-Wentzell setup [see \textit{M. I. Freidlin} and \textit{A. D. Wentzell}, ``Random perturbations of dynamical systems'' (1998; Zbl 0922.60006)]. The novelty of the approach is the use of coupling proposed by \textit{T. Lindvall} and \textit{L. C. G. Rogers} [Ann. Probab. 14, 860-872 (1986; Zbl 0593.60076)]. Still, the approach requires stronger assumptions and it does not eliminate the need to use parts of the Freidlin-Wentzell theory.
reviewed by: Yuri Kifer
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 58J65
Mathematics Subject Classification ID: 37J40
zbMATH DE Number: 1357910
zbMATH Keywords: random perturbations
zbMATH Keywords: large deviations
author: Stella Brassesco
author: E. Olivieri
author: Maria Eulalia Vares
MaRDI profile type: Publication
full work available at URL: b:joss.0000026739.46334.05
OpenAlex ID: W2019779221
description: scientific article; zbMATH DE number 1357910