An asteroid such as Ceres, 380 kilometers in radius, has a mass of about 10^24 grams. Its escape velocity is something like 0.6 kilometers per second. The rule of thumb is that in order to remain captured, an atmosphere must not have a mean thermal speed more than 1/6 the escape velocity from the body, so that the atoms in the Ceres atmosphere cannot be moving faster than about 0.1 kilometer per second. The speed of an atom of gas depends on its mass and the temperature to which the gas is heated. For Ceres, its surface temperature is about T= 200 K, and for very heavy xenon atoms weighing m = 131 x 1.6 x 10^-24 grams, the formula for their mean velocity, V, is:
2
1/2 m V = 3/2 (1.38 x 01^-16) T
so that V = 0.19 kilometers/sec. This is within a factor of 2 of the critical
velocity given the asteroids mass. This means that Ceres might have had
an atmosphere mostly of xenon gas early in its history, but most of this has
probably been lost by now. Still, there we won't know until we get there.