Couplings and asymptotic exponentiality of exit times (Q1806476)
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scientific article; zbMATH DE number 1357910
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| English | Couplings and asymptotic exponentiality of exit times |
scientific article; zbMATH DE number 1357910 |
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Couplings and asymptotic exponentiality of exit times (English)
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28 June 2000
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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.
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random perturbations
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large deviations
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0.7863386869430542
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0.7593684792518616
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0.7548765540122986
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