Title of article :
Breaking the chain
Author/Authors :
Allman، نويسنده , , Michael and Betz، نويسنده , , Volker، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
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
Journal title :
Stochastic Processes and their Applications