Couplings and asymptotic exponentiality of exit times

Citation
S. Brassesco et al., Couplings and asymptotic exponentiality of exit times, J STAT PHYS, 93(1-2), 1998, pp. 393-404
Citations number
10
Categorie Soggetti
Physics
Journal title
JOURNAL OF STATISTICAL PHYSICS
ISSN journal
00224715 → ACNP
Volume
93
Issue
1-2
Year of publication
1998
Pages
393 - 404
Database
ISI
SICI code
0022-4715(199810)93:1-2<393:CAAEOE>2.0.ZU;2-4
Abstract
The goal of this note is simply to call attention to the resulting simplifi cation in the proof of asymptotic exponentiality of exit. times in the Frei dlin-Wentzell regime (as proved by F. Martinelli et al.) by using the coupl ing proposed by T. Lindvall and C. Rogers.