A Kramers' type law for the first collision-time of two self-stabilizing diffusions and of their particle approximations
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).
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.