We consider the first exit point distribution from a bounded domain of the stochastic process solution to the overdamped Langevin dynamics starting from deterministic initial conditions in , under rather general assumptions on (for instance, may have several critical points in ). This work is a continuation of the previous paper \cite{DLLN-saddle1} where the exit point distribution from is studied when is initially distributed according to the quasi-stationary distribution of in . The proofs are based on analytical results on the dependency of the exit point distribution on the initial condition, large deviation techniques and results on the genericity of Morse functions.

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