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 inEurophysics letters Vol. 72; no. 3; pp. 348 - 354
Main Authors Chechkin, A. V, Gonchar, V. Yu, Klafter, J, Metzler, R
Format Journal Article
LanguageEnglish
Published IOP Publishing 01.11.2005
EDP Sciences
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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.
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