On Gumbel limit for the length of reactive paths

@article{Bakhtin2013OnGL,
  title={On Gumbel limit for the length of reactive paths},
  author={Yuri Bakhtin},
  journal={Stochastics and Dynamics},
  year={2013},
  volume={15},
  pages={1550001}
}
  • Yuri Bakhtin
  • Published 6 December 2013
  • Mathematics
  • Stochastics and Dynamics
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 also prove a scaling limit for exit location in a model two-dimensional situation. 
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