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Asymptotic behavior of the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point
| Title: | Asymptotic behavior of the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point |
| Authors: | Mikami, T. Browse this author |
| Issue Date: | 1-Mar-1995 |
| Publisher: | Department of Mathematics, Hokkaido University |
| Journal Title: | Hokkaido University Preprint Series in Mathematics |
| Volume: | 282 |
| Start Page: | 1 |
| End Page: | 29 |
| Abstract: | We consider small random perturbation$ of dynamical systems {Xe(t, x )} to,xeRd (e > 0) on a cl-dimensional Euclidean space Rd when the origin o E Rd is a repulsive equilibrium point of unperturbed dynamical systems and when o is not exponentially unstable. The weak law of large numbers, as e 0, on the first exit time r1,(x) of {Xe(t, x )}to from a bounded domain D( o) of Rd and the asymptotic behavior of E[r1,(x)], as e 0, are given. |
| Type: | bulletin (article) |
| URI: | http://hdl.handle.net/2115/69033 |
| 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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