A Direct Proof of the Exponential Limit Law for One Dimensional Small Noise Diffusion Processes.
Abstract
In a recent paper entitled 'The Metastable behaviour of infrequently observed, weakly random, one dimensional diffusion processes' Kipnis and Newman introduce a sample mathematical model that illustrates, in a nontrivial way, the phenomenon of metastability. That is, they try to explain how sudden big changes in a time dependent quantity can occur, starting from a microscopic description which has only small changes. In this paper the author gives an alternative proof of their basic limit theorem on the mean time to instability. Applications of this result to the phenomenon of bistability in computer communication networks is also discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 03, 1986
- Accession Number
- ADA177343
Entities
People
- Walter A. Rosenkrantz
Organizations
- University of Massachusetts Amherst