Brassesco S., Olivieri E., Vares M.E. — Couplings and Asymptotic Exponentiality of Exit Times
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Название: Couplings and Asymptotic Exponentiality of Exit Times
Авторы: Brassesco S., Olivieri E., Vares M.E.
Аннотация:
Journal of Statistical Physics, Vol. 93, Nos. 1/2, 1998. p. 393-404.
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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