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Weak convergence on the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point
| Title: | Weak convergence on the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point |
| Authors: | Mikami, T. Browse this author |
| Issue Date: | 1-Nov-1995 |
| Publisher: | Department of Mathematics, Hokkaido University |
| Journal Title: | Hokkaido University Preprint Series in Mathematics |
| Volume: | 314 |
| Start Page: | 1 |
| End Page: | 20 |
| Abstract: | We show that the first exit times of small random perturbations of dynamical systems from a bounded domain D(c Rd) weakly converge to the explosion time of an explosive diffusion process and that the mean first exit times converge to the mean explosion time, as random perturbations disappear, when they are appropriately scaled. We consider the case when D contains only one equilibrium point o of dynamical systems and when o is polynomially unstabe and is repulsive. |
| Type: | bulletin (article) |
| URI: | http://hdl.handle.net/2115/69065 |
| 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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