کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155949 958787 2009 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Breaking the chain
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Breaking the chain
چکیده انگلیسی
We consider the motion of a Brownian particle in R, moving between a particle fixed at the origin and another moving deterministically away at slow speed ε>0. The middle particle interacts with its neighbours via a potential of finite range b>0, with a unique minimum at a>0, where b<2a. We say that the chain of particles breaks on the left- or right-hand side when the middle particle is at a distance greater than b from its left or right neighbour, respectively. We study the asymptotic location of the first break of the chain in the limit of small noise, in the case where ε=ε(σ) and σ>0 is the noise intensity.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 8, August 2009, Pages 2645-2659
نویسندگان
, ,