• Title of article

    Breaking the chain

  • Author/Authors

    Allman، نويسنده , , Michael and Betz، نويسنده , , Volker، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    15
  • From page
    2645
  • To page
    2659
  • 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 < 2 a . 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.
  • Keywords
    First-exit from space–time domains , Interacting Brownian particles , asymptotic theory
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2009
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578165