Abstract
In this work we prove a Kramers'type law for the low-temperature behavior of the exittimes from a metastable state for a class of self-interacting nonlinear diffusion processes. Contrary to previous works, the interaction is not assumed to be convex, which means that this result covers cases where the exit-time for the interacting process is smaller than the exit-time for the associated non-interacting process. The technique of the proof is based on the fact that, under an appropriate contraction condition, the interacting process is conveniently coupled with a non-interacting (linear) Markov process where the interacting law is replaced by a constant Dirac mass at the fixed point of the deterministic zero-temperature process.
| Original language | English |
|---|---|
| Pages (from-to) | 723-748 |
| Number of pages | 26 |
| Journal | ESAIM - Probability and Statistics |
| Volume | 27 |
| DOIs | |
| Publication status | Published - 1 Jan 2023 |
Keywords
- Exit-time problem
- Kramer's law
- Large deviations
- Self-interacting nonlinear diffusion