A revised analysis of the exit problem at weak noise, and a simpler computation of the quasipotential with two variables
Probability
2012-04-23 v1 Mathematical Physics
math.MP
Abstract
A new approach for the weak noise analysis of exit problems removes an intrinsic contradiction of an existing method. It applies for both the mean time and the location of the exits; novel outcomes mainly concern the exits from entire domains of attraction. Moreover, the involved quasipotential is obtained without use of a Hamiltonian system in the case of two variables.
Keywords
Cite
@article{arxiv.1204.4681,
title = {A revised analysis of the exit problem at weak noise, and a simpler computation of the quasipotential with two variables},
author = {Dietrich Ryter},
journal= {arXiv preprint arXiv:1204.4681},
year = {2012}
}