Asymptotic Distribution of Exit Times for Small-Noise Diffusions.

Published in: SIAM J. Appl. Math. (1995)

Keyphrases

laplace transform
random noise
noise level
heavy tails
small number
noisy data
probability distribution
large deviations
signal to noise ratio
random variables
data sets
additive noise
noise free
orders of magnitude
image noise
missing data
diffusion processes
spatial coordinates
asymptotic properties