6 Citations
On Gumbel limit for the length of reactive paths
- Mathematics
- 2013
We give a new proof of the vanishing noise limit theorem for exit times of one-dimensional diffusions conditioned on exiting through a point separated from the starting point by a potential wall. We…
Universal Statistics of Incubation Periods and Other Detection Times via Diffusion Models
- Computer ScienceBulletin of mathematical biology
- 2019
The character of the models allows us to argue that the features of the exit time distributions that are described are universal and manifest themselves in various other situations where the times involved can be described as detection or halting times, for example response times studied in psychology.
Noise-induced phase slips, log-periodic oscillations, and the Gumbel distribution
- Physics
- 2014
When two synchronised phase oscillators are perturbed by weak noise, they display occasional losses of synchrony, called phase slips. The slips can be characterised by their location in phase space…
Last-Passage Time for Linear Diffusions and Application to the Emptying Time of a Box
- Mathematics
- 2020
We study the statistics of last-passage time for linear diffusions. First we present an elementary derivation of the Laplace transform of the probability density of the last-passage time, thus…
An Eyring–Kramers law for slowly oscillating
bistable diffusions
- MathematicsProbability and Mathematical Physics
- 2021
We consider two-dimensional stochastic differential equations, describing the motion of a slowly and periodically forced overdamped particle in a double-well potential, subjected to weak additive…
Reactive trajectories and the transition path process
- Mathematics
- 2013
We study the trajectories of a solution $$X_t$$Xt to an Itô stochastic differential equation in $${\mathbb { R}}^d$$Rd, as the process passes between two disjoint open sets, $$A$$A and $$B$$B. These…
References
SHOWING 1-10 OF 23 REFERENCES
Noisy heteroclinic networks
- Mathematics
- 2007
We consider a white noise perturbation of dynamics in the neighborhood of a heteroclinic network. We show that under the logarithmic time rescaling the diffusion converges in distribution in a…
Conditional Exits for Small Noise Diffusions with Characteristic Boundary
- Mathematics
- 1992
The small noise exit problem of Wentzell and Freidlin is of particular interest for regions whose boundary consists of trajectories of the underlying (unperturbed) dynamical system. This is called…
Small noise limit for diffusions near heteroclinic networks
- Mathematics
- 2010
This is a nontechnical exposition of the theory on vanishing noise limit for random perturbations of dynamical systems admitting heteroclinic networks developed by the author [Y. Bakhtin, Noisy…
Decision Making Times in Mean-Field Dynamic Ising Model
- Mathematics
- 2010
We consider a dynamic mean-field ferromagnetic model in the low-temperature regime in the neighborhood of the zero magnetization state. We study the random time it takes for the system to make a…
The Stochastic Process π
- Mathematics
- 2009
This chapter familiarizes the reader with the fact that the conditional distribution of the signal can be viewed as a stochastic process with values in the space of probability measures.
Probability...
- MathematicsQual. Reliab. Eng. Int.
- 2009
This course can be used as a preparation for the first (Probability) actuarial exam and the central limit theorem and classical sampling distributions.
Convergence of probability measures
- Mathematics
- 2011
The author's preface gives an outline: "This book is about weakconvergence methods in metric spaces, with applications sufficient to show their power and utility. The Introduction motivates the…
On the Noise-Induced Passage through an Unstable Periodic Orbit II: General Case
- Mathematics, PhysicsSIAM J. Math. Anal.
- 2014
For a large class of such systems, the cycling profile is given, up to a model-dependent change of coordinates, by a universal function given by a periodicized Gumbel distribution.