On Gumbel limit for the length of reactive paths
classification
🧮 math.PR
keywords
limitdimensionalexitpointconditioneddiffusionsexitinggive
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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.
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