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Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium

Probability 2019-11-12 v1

Abstract

We consider the exit problem for a one-dimensional system with random switching near an unstable equilibrium point of the averaged drift. In the infinite switching rate limit, we show that the exit time satisfies a limit theorem with a logarithmic deterministic term and a random correction converging in distribution. Thus this setting is in the universality class of the unstable equilibrium exit under small white-noise perturbations.

Keywords

Cite

@article{arxiv.1901.05513,
  title  = {Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium},
  author = {Yuri Bakhtin and Alexisz Gaál},
  journal= {arXiv preprint arXiv:1901.05513},
  year   = {2019}
}

Comments

12 pages

R2 v1 2026-06-23T07:13:56.783Z