Escape from bounded domains driven by multivariate α-stable noises. (23rd June 2015)
- Record Type:
- Journal Article
- Title:
- Escape from bounded domains driven by multivariate α-stable noises. (23rd June 2015)
- Main Title:
- Escape from bounded domains driven by multivariate α-stable noises
- Authors:
- Szczepaniec, Krzysztof
Dybiec, Bartłomiej - Abstract:
- Abstract: In this paper we provide an analysis of a mean first passage time problem of a random walker subject to a bivariate α -stable Lévy-type noise from a 2-dimensional disk. For an appropriate choice of parameters the mean first passage time reveals non-trivial, non-monotonous dependence on the stability index α describing jumps' length asymptotics both for spherical and Cartesian Lévy flights. Finally, we study escape from a d -dimensional hypersphere showing that a d -dimensional escape process can be used to discriminate between various types of multivariate α -stable noises, especially spherical and Cartesian Lévy flights.
- Is Part Of:
- Journal of statistical mechanics. (2015:Jun.)
- Journal:
- Journal of statistical mechanics
- Issue:
- (2015:Jun.)
- Issue Display:
- Volume 1000006 (2015)
- Year:
- 2015
- Volume:
- 1000006
- Issue Sort Value:
- 2015-1000006-0000-0000
- Page Start:
- Page End:
- Publication Date:
- 2015-06-23
- Subjects:
- 4 -- 9
4/050 -- 4/220 -- 9/300 -- 4/037
Statistical mechanics -- Periodicals
Mechanics -- Statistical methods -- Periodicals
530.1305 - Journal URLs:
- http://ioppublishing.org/ ↗
- DOI:
- 10.1088/1742-5468/2015/06/P06031 ↗
- Languages:
- English
- ISSNs:
- 1742-5468
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 15094.xml