Tails of exit times from unstable equilibria on the line

DOI10.1017/JPR.2020.16MaRDI QIDQ3299444zbMATH OpenOpenAlexFDO

Authors Yuri Bakhtin, Zsolt Pajor-Gyulai

Publication date 22 July 2020

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.05341

zbMATH Keywords

exit problempolynomial decayunstable equilibriumvanishing noise limit

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Abstract: For a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. We give a revealing elementary proof of a result proved earlier using heavy machinery from Malliavin calculus. In particular, we obtain precise vanishing noise asymptotics for the tail of the exit time and for the exit distribution conditioned on atypically long exits.

Recommendations

• Malliavin calculus approach to long exit times from an unstable equilibrium
• Long exit times near a repelling equilibrium
• Atypical exit events near a repelling equilibrium
• Noisy heteroclinic networks
• Exit asymptotics for small diffusion about an unstable equilibrium

Cites work

• Exponential convergence to quasi-stationary distribution and \(Q\)-process
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• Malliavin calculus approach to long exit times from an unstable equilibrium
• Noisy heteroclinic networks
• Normal forms approach to diffusion near hyperbolic equilibria
• Small noise limit for diffusions near heteroclinic networks
• Stochastic processes
• The exit distributions for small random perturbations of dynamical systems with a repulsive type stationary point

Cited in

(7)

• Malliavin calculus approach to long exit times from an unstable equilibrium
• Atypical exit events near a repelling equilibrium
• Long exit times near a repelling equilibrium
• Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium
• The concentration of zero-noise limits of invariant measures for stochastic dynamical systems
• Rare transitions in noisy heteroclinic networks
• Weak noise and non-hyperbolic unstable fixed points: sharp estimates on transit and exit times

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