Escape from hypercube driven by multi-variate α-stable noises: role of independence
Marian Smoluchowski Institute of Physics, and Mark Kac Center for
Complex Systems Research, Jagiellonian University, ul. St. Łojasiewicza 11, 30–348
Received: 29 May 2015
Received in final form: 8 June 2015
Published online: 15 July 2015
We explore properties of the escape kinetics from the d-dimensional hypercube driven by multi-variate α-stable noises. Using methods of stochastic dynamics we show complex dependence of the mean first passage time for the escape from the hypercube as a function of the hypercube dimension d. Finally, we show how the escape process can be used to quantify independence of components of multi-variate α-stable noises.
Key words: Statistical and Nonlinear Physics
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