Papers
Topics
Authors
Recent
Search
2000 character limit reached

A Kramers' type law for the first collision-time of two self-stabilizing diffusions and of their particle approximations

Published 9 Jun 2022 in math.PR | (2206.04542v2)

Abstract: The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diffusions and of their related particle approximations. These asymptotic are considered in a peculiar framework where diffusions evolve in a double-wells landscape and where collisions manifest due to the combined action of the Brownian motions driving each diffusion and the action of a self-stabilizing kernel. As the Brownian effects vanish, we show that first collision-times grow at an explicit exponential rate and that the related collision-locations persist at a special point in space. These results are mainly obtained by linking collision phenomena for diffusion processes with exit-time problems of random perturbed dynamical systems, and by exploiting Freidlin-Wentzell's LDP approach to solve these exit-time problems. Importantly, we consider two distinctive situations: the one-dimensional case (where true collisions can be directly studied) and the general multidimensional case (where collisions are required to be enlarged).

Summary

No one has generated a summary of this paper yet.

Paper to Video (Beta)

No one has generated a video about this paper yet.

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Collections

Sign up for free to add this paper to one or more collections.