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Couplings and Asymptotic Exponentiality of Exit Times

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Abstract

The goal of this note is simply to call attention to the resulting simplification in the proof of asymptotic exponentiality of exit times in the Freidlin–Wentzell regime (as proved by F. Martinelli et al.) by using the coupling proposed by T. Lindvall and C. Rogers.

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Brassesco, S., Olivieri, E. & Vares, M.E. Couplings and Asymptotic Exponentiality of Exit Times. Journal of Statistical Physics 93, 393–404 (1998). https://doi.org/10.1023/B:JOSS.0000026739.46334.05

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  • DOI: https://doi.org/10.1023/B:JOSS.0000026739.46334.05

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