Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155949 | Stochastic Processes and their Applications | 2009 | 15 Pages |
Abstract
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(Ï) and Ï>0 is the noise intensity.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Michael Allman, Volker Betz,