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Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium (1901.05513v1)

Published 16 Jan 2019 in math.PR

Abstract: We consider the exit problem for a one-dimensional system with random switching near an unstable equilibrium point of the averaged drift. In the infinite switching rate limit, we show that the exit time satisfies a limit theorem with a logarithmic deterministic term and a random correction converging in distribution. Thus this setting is in the universality class of the unstable equilibrium exit under small white-noise perturbations.

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