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arxiv: 1312.1939 · v1 · pith:L3YZYCRYnew · submitted 2013-12-06 · 🧮 math.PR

On Gumbel limit for the length of reactive paths

classification 🧮 math.PR
keywords limitdimensionalexitpointconditioneddiffusionsexitinggive
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We give a new proof of the vanishing noise limit theorem for exit times of 1-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 2-dimensional situation.

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