Abstract
Applied to multi-dimensional diffusions, the heuristic helps with theoretical questions such as the distribution of extreme values, and applied questions such as the rate of escape from potential wells. Sections I1–I7 contain some basic definitions and facts we’ll need in the examples.
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© 1989 Springer Science+Business Media New York
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Aldous, D. (1989). Multi-Dimensional Diffusions. In: Probability Approximations via the Poisson Clumping Heuristic. Applied Mathematical Sciences, vol 77. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-6283-9_9
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DOI: https://doi.org/10.1007/978-1-4757-6283-9_9
Publisher Name: Springer, New York, NY
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