Escape from hypercube driven by multi-variate α-stable noises: role of independence. Dybiec, B. & Szczepaniec, K. European Physical Journal B, 2015. doi abstract bibtex © 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.
@article{
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},
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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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