Large deviations in presence of small noise for delay differential equations at an instability
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🧮 math.PR
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correspondingdelaydeviationsdifferentialequationequationsinstabilitylarge
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We consider delay differential equations (DDE) that are on the verge of an instability, i.e. the characteristic equation for the linearized equation has one root as zero and all other roots have negative real parts. In presence of small mean-zero noise, we study the large deviations from the corresponding deterministic system. Using spectral theory for DDE it is easy to see that, the projection on to the one dimensional space corresponding to the zero root is exponentially equivalent with the original process. For the one-dimensional process we make the observation that the results of Freidlin-Wentzell apply.
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