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

Bibliographic description

punktacja MNiSW [2015 A]: 20

title:	Escape from hypercube driven by multi-variate $\alpha$-stable noises : role of independence
author:	Dybiec Bartłomiej , Szczepaniec Krzysztof
journal title:	The European Physical Journal. B, Condensed Matter and Complex Systems
volume:	88
issue:	7
date of publication :	2015
article ID:	184
ISSN:	1434-6028
eISSN:	1434-6036
DOI:	10.1140/epjb/e2015-60429-2
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.
keywords in English:	statistical and nonlinear physics
number of pulisher's sheets:	0,5
affiliation:	Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego
type:	journal article
subtype:	academic paper