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.
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