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Large deviations for the first exit time on small random perturbations of dynamical systems
Title: | Large deviations for the first exit time on small random perturbations of dynamical systems |
Authors: | Mikami, T. Browse this author |
Issue Date: | 1-Apr-1994 |
Publisher: | Department of Mathematics, Hokkaido University |
Journal Title: | Hokkaido University Preprint Series in Mathematics |
Volume: | 236 |
Start Page: | 1 |
End Page: | 32 |
Abstract: | We consider small random perturbations of dynamical systems {Xe (t)}o9 (0 < c) on a cl-dimensional Euclidean space Rd when the origin o E Rd is a hyperbolic equilibrium point of unperturbed dynamical systems. The first exit time Tv of {X£ (t)}o9 from a bounded domain D(3 o) of Rd obeys the large deviations phenominon with a variable decay rate. |
Type: | bulletin (article) |
URI: | http://hdl.handle.net/2115/68987 |
Appears in Collections: | 理学院・理学研究院 (Graduate School of Science / Faculty of Science) > Hokkaido University Preprint Series in Mathematics
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Submitter: 数学紀要登録作業用
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