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Escape from hypercube driven by multi-variate -stable noises : role of independence

2015
journal article
article
10.1140/epjb/e2015-60429-2
Journal
The European Physical Journal. B, Condensed Matter and Complex Systems
Author
Dybiec Bartłomiej

Szczepaniec Krzysztof
Volume
88
Number
7
Article ID
184
ISSN
1434-6028
eISSN
1434-6036
Keywords in English

statistical and nonlinear physics

Language
English
Journal language
English
Abstract in English

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.

Affiliation
Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego
Scopus© citations
5
dc.abstract.enWe 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.pl
dc.affiliationWydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiegopl
dc.contributor.authorDybiec, Bartłomiej - 102110 pl
dc.contributor.authorSzczepaniec, Krzysztof - 115559 pl
dc.date.accessioned2015-12-11T14:24:04Z
dc.date.available2015-12-11T14:24:04Z
dc.date.issued2015pl
dc.date.openaccess0
dc.description.accesstimew momencie opublikowania
dc.description.number7pl
dc.description.publication0,5pl
dc.description.versionostateczna wersja wydawcy
dc.description.volume88pl
dc.identifier.articleid184pl
dc.identifier.doi10.1140/epjb/e2015-60429-2pl
dc.identifier.eissn1434-6036pl
dc.identifier.issn1434-6028pl
dc.identifier.projectROD UJ / Ppl
dc.identifier.urihttp://ruj.uj.edu.pl/xmlui/handle/item/18182
dc.languageengpl
dc.language.containerengpl
dc.rightsUdzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa*
dc.rights.licenceCC-BY
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/legalcode.pl*
dc.share.typeinne
dc.subject.enstatistical and nonlinear physicspl
dc.subtypeArticlepl
dc.titleEscape from hypercube driven by multi-variate $\alpha$-stable noises : role of independencepl
dc.title.journalThe European Physical Journal. B, Condensed Matter and Complex Systemspl
dc.typeJournalArticlepl
dspace.entity.typePublication
dc.abstract.enpl
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.
dc.affiliationpl
Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego
dc.contributor.authorpl
Dybiec, Bartłomiej - 102110
dc.contributor.authorpl
Szczepaniec, Krzysztof - 115559
dc.date.accessioned
2015-12-11T14:24:04Z
dc.date.available
2015-12-11T14:24:04Z
dc.date.issuedpl
2015
dc.date.openaccess
0
dc.description.accesstime
w momencie opublikowania
dc.description.numberpl
7
dc.description.publicationpl
0,5
dc.description.version
ostateczna wersja wydawcy
dc.description.volumepl
88
dc.identifier.articleidpl
184
dc.identifier.doipl
10.1140/epjb/e2015-60429-2
dc.identifier.eissnpl
1434-6036
dc.identifier.issnpl
1434-6028
dc.identifier.projectpl
ROD UJ / P
dc.identifier.uri
http://ruj.uj.edu.pl/xmlui/handle/item/18182
dc.languagepl
eng
dc.language.containerpl
eng
dc.rights*
Udzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa
dc.rights.licence
CC-BY
dc.rights.uri*
http://creativecommons.org/licenses/by/4.0/legalcode.pl
dc.share.type
inne
dc.subject.enpl
statistical and nonlinear physics
dc.subtypepl
Article
dc.titlepl
Escape from hypercube driven by multi-variate $\alpha$-stable noises : role of independence
dc.title.journalpl
The European Physical Journal. B, Condensed Matter and Complex Systems
dc.typepl
JournalArticle
dspace.entity.type
Publication
Affiliations
Wydział Fizyki, Astronomii i Informatyki Stosowanej
Dybiec, Bartłomiej
Szczepaniec, Krzysztof

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