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zbMATH Open
Article . 1982
Data sources: zbMATH Open
SIAM Journal on Applied Mathematics
Article . 1982 . Peer-reviewed
Data sources: Crossref
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Asymptotic Exit Time Distributions

Asymptotic exit time distributions
Authors: Williams, Michael;

Asymptotic Exit Time Distributions

Abstract

Let $x( t )$ be a diffusion resulting from the stochastic perturbation of a deterministic dynamical system by a nondegenerate white noise. Let $\tau $ be the time of first exit of $x( t )$ from a domain on which the deterministic flow has a single simple attracting critical point and is inward at the boundary. Previous results on determining the statistics of $\tau $ include the asymptotic behavior of the first moment and certain decay rates of probabilities of containment past $t = T$ as the strength of the noise tends to zero. In this work the actual asymptotic distribution of $\tau $ in this limit is determined to be exponential in the potential case. The singularly perturbed equations describing this limit exhibit Ackerberg–O’Malley resonance.

Keywords

asymptotic behavior, stochastic perturbation, Diffusion processes, attracting critical point, Stochastic ordinary differential equations (aspects of stochastic analysis)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
20
Average
Top 10%
Average
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