Barrier crossing of a Lévy flight
We consider the barrier crossing in a bistable potential for a random-walk process that is driven by Lévy noise of stable index α. It is shown that the survival probability decays exponentially, but with a power law dependence $T_c(\alpha,D)=C(\alpha)D^{-\mu (\alpha)}$ of the mean escape time on the...
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Published in | Europhysics letters Vol. 72; no. 3; pp. 348 - 354 |
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Main Authors | , , , |
Format | Journal Article |
Language | English |
Published |
IOP Publishing
01.11.2005
EDP Sciences |
Subjects | |
Online Access | Get full text |
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Summary: | We consider the barrier crossing in a bistable potential for a random-walk process that is driven by Lévy noise of stable index α. It is shown that the survival probability decays exponentially, but with a power law dependence $T_c(\alpha,D)=C(\alpha)D^{-\mu (\alpha)}$ of the mean escape time on the noise intensity D. Here C is a constant, and the exponent μ varies slowly over a large range of the stable index $\alpha\in [1,2)$. For the Cauchy case, we explicitly calculate the escape rate. |
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Bibliography: | istex:4E5C8DBAEE8417A3742427AEC64F460D9692E10E publisher-ID:epl9013 ark:/67375/80W-8JJV6SDN-0 ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
ISSN: | 0295-5075 1286-4854 |
DOI: | 10.1209/epl/i2005-10265-1 |