Asymptotic exponentiality of exit times
This paper is concerned with sufficient conditions to insure that certain diffusion exit times have, asymptotically, an exponential distribution. We also show that our requirements are satisfied in interesting situations, e.g., diffusions on compact manifolds, and a singular perturbation problem.
Year of publication: |
1983
|
---|---|
Authors: | Marchetti, Federico |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 1.1983, 4, p. 167-170
|
Publisher: |
Elsevier |
Keywords: | Diffusions on manifolds exit times principal eigenvalue asymptotic behaviour |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Proposta per l'Italia : sette protagonisti dell'economia per il Paese di domani
Orioli, Alberto, (2020)
-
Probabilistic methods for eigenvalue estimates
del Grosso, Gabriella, (1984)
-
Calzolari, Antonella, (1988)
- More ...