Large deviations and a Kramers' type law for self-stabilizing diffusions

DOI10.1214/07-AAP489zbMath1149.60020arXivmath/0605053MaRDI QIDQ939074

Peter Imkeller, Samuel Herrmann, Dierk Peithmann

Publication date: 20 August 2008

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605053

zbMATH Keywords

diffusion; large deviations; domain of attraction; exit time; interacting particle systems; propagation of chaos; Self-stabilization; exit law

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

82C22: Interacting particle systems in time-dependent statistical mechanics

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60F10: Large deviations

37H10: Generation, random and stochastic difference and differential equations

Related Items

Convergence to the equilibria for self-stabilizing processes in double-well landscape, McKean-Vlasov diffusions: from the asynchronization to the synchronization, Large deviation properties of weakly interacting processes via weak convergence methods, Non-uniqueness of stationary measures for self-stabilizing processes

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