Escape from hypercube driven by multi-variate α-stable noises: role of independence. Dybiec, B. & Szczepaniec, K. European Physical Journal B, 2015.
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© 2015, The Author(s). 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.
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 title = {Escape from hypercube driven by multi-variate α-stable noises: role of independence},
 type = {article},
 year = {2015},
 keywords = {Statistical and Nonlinear Physics},
 volume = {88},
 id = {82cf3e1c-525f-3949-9629-66e5289731bf},
 created = {2020-10-30T10:12:15.437Z},
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 abstract = {© 2015, The Author(s). 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.},
 bibtype = {article},
 author = {Dybiec, B. and Szczepaniec, K.},
 doi = {10.1140/epjb/e2015-60429-2},
 journal = {European Physical Journal B},
 number = {7}
}

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