Stochastic kinetics under combined action of two noise sources. Pogorzelec, P. & Dybiec, B. Physical Review E, 2023.
doi  abstract   bibtex   
We are exploring two archetypal noise-induced escape scenarios: Escape from a finite interval and from the positive half-line under the action of the mixture of Lévy and Gaussian white noises in the overdamped regime, for the random acceleration process and higher-order processes. In the case of escape from finite intervals, the mixture of noises can result in the change of value of the mean first passage time in comparison to the action of each noise separately. At the same time, for the random acceleration process on the (positive) half-line, over the wide range of parameters, the exponent characterizing the power-law decay of the survival probability is equal to the one characterizing the decay of the survival probability under action of the (pure) Lévy noise. There is a transient region, the width of which increases with stability index α, when the exponent decreases from the one for Lévy noise to the one corresponding to the Gaussian white noise driving.
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 title = {Stochastic kinetics under combined action of two noise sources},
 type = {article},
 year = {2023},
 volume = {107},
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 abstract = {We are exploring two archetypal noise-induced escape scenarios: Escape from a finite interval and from the positive half-line under the action of the mixture of Lévy and Gaussian white noises in the overdamped regime, for the random acceleration process and higher-order processes. In the case of escape from finite intervals, the mixture of noises can result in the change of value of the mean first passage time in comparison to the action of each noise separately. At the same time, for the random acceleration process on the (positive) half-line, over the wide range of parameters, the exponent characterizing the power-law decay of the survival probability is equal to the one characterizing the decay of the survival probability under action of the (pure) Lévy noise. There is a transient region, the width of which increases with stability index α, when the exponent decreases from the one for Lévy noise to the one corresponding to the Gaussian white noise driving. },
 bibtype = {article},
 author = {Pogorzelec, P. and Dybiec, B.},
 doi = {10.1103/PhysRevE.107.044124},
 journal = {Physical Review E},
 number = {4}
}

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