https://doi.org/10.1140/epjb/e2015-60429-2
Regular Article
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
Kraków,
Poland
a
e-mail: bartek@th.if.uj.edu.pl
b
e-mail: kszczepaniec@th.if.uj.edu.pl
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
© The Author(s) 2015. This article is published with open access at Springerlink.com
Open Access This is an open access article distributed under the
terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0), which permits unrestricted
use, distribution, and reproduction in any medium, provided the original work is
properly cited.
