On Gumbel limit for the length of reactive paths
Probability
2013-12-09 v1
Abstract
We give a new proof of the vanishing noise limit theorem for exit times of 1-dimensional diffusions conditioned on exiting through a point separated from the starting point by a potential wall. We also prove a scaling limit for exit location in a model 2-dimensional situation.
Cite
@article{arxiv.1312.1939,
title = {On Gumbel limit for the length of reactive paths},
author = {Yuri Bakhtin},
journal= {arXiv preprint arXiv:1312.1939},
year = {2013}
}
Comments
12 pages