Exit-time of mean-field particles system

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Esaim-Probability and Statistics Pub Date : 2020-01-01 DOI:10.1051/ps/2019028

J. Tugaut

引用次数: 2

Abstract

The current article is devoted to the study of a mean-field system of particles. The question that we are interested in is the behaviour of the exit-time of the first particle (and the one of any particle) from a domain D on ℝd as the diffusion coefficient goes to 0. We establish a Kramers’ type law. In other words, we show that the exit-time is exponentially equivalent to [see formula in PDF], HN being the exit-cost. We also show that this exit-cost converges to some quantity H.

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平均场粒子系统的退出时间

本文致力于研究粒子的平均场系统。我们感兴趣的问题是，当扩散系数趋于0时，第一个粒子(以及任意一个粒子)在域D上的存在时间的行为。我们建立了克莱默类型定律。换句话说，我们证明退出时间是指数等价的[见PDF中的公式]，HN是退出成本。我们也证明了这个退出成本收敛于某个量H。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Esaim-Probability and Statistics STATISTICS & PROBABILITY-

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

>12 weeks

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