Open Access
2016 A simple proof of a Kramers’ type law for self-stabilizing diffusions
Julian Tugaut
Electron. Commun. Probab. 21: 1-7 (2016). DOI: 10.1214/16-ECP4160

Abstract

We provide a new proof of a Kramers’ type law for self-stabilizing diffusion. These diffusions correspond to the hydrodynamical limit of a mean-field system of particles and may be seen as the probabilistic interpretation of the granular media equation. We use the same hypotheses as the ones used in the work “Large deviations and a Kramers’ type law for self-stabilizing diffusions” by Herrmann, Imkeller and Peithmann in which the authors obtain a first proof of the statement.

Citation

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Julian Tugaut. "A simple proof of a Kramers’ type law for self-stabilizing diffusions." Electron. Commun. Probab. 21 1 - 7, 2016. https://doi.org/10.1214/16-ECP4160

Information

Received: 5 March 2015; Accepted: 8 February 2016; Published: 2016
First available in Project Euclid: 15 February 2016

zbMATH: 1336.60060
MathSciNet: MR3485380
Digital Object Identifier: 10.1214/16-ECP4160

Subjects:
Primary: 60F10
Secondary: 60H10 , 60J60

Keywords: Coupling method , Exit time , large deviations , self-stabilizing diffusion

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