Escape from a disk with partly absorbing boundaries driven by bi-variate α-stable noises. Szczepaniec, K. & Dybiec, B. Journal of Statistical Mechanics: Theory and Experiment, 2016. doi abstract bibtex © 2016 IOP Publishing Ltd and SISSA Medialab srl. In this paper we explore the problem of first escape from the disk. The part of the disk edge, i.e. the arc controlled by the angle φ, is absorbing. For an appropriate choice of parameters the mean first passage time (MFPT) is a non-monotonous function of the stability index α describing jumps' length asymptotics. The dependence of the MFPT on the stability index α is sensitive to the way in which the non-absorbing part of the disk edge is accounted for.
@article{
title = {Escape from a disk with partly absorbing boundaries driven by bi-variate α-stable noises},
type = {article},
year = {2016},
keywords = {diffusion,fluctuations (theory),stochastic particle dynamics (theory)},
volume = {2016},
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created = {2020-10-30T10:12:15.366Z},
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abstract = {© 2016 IOP Publishing Ltd and SISSA Medialab srl. In this paper we explore the problem of first escape from the disk. The part of the disk edge, i.e. the arc controlled by the angle φ, is absorbing. For an appropriate choice of parameters the mean first passage time (MFPT) is a non-monotonous function of the stability index α describing jumps' length asymptotics. The dependence of the MFPT on the stability index α is sensitive to the way in which the non-absorbing part of the disk edge is accounted for.},
bibtype = {article},
author = {Szczepaniec, K. and Dybiec, B.},
doi = {10.1088/1742-5468/2016/05/054005},
journal = {Journal of Statistical Mechanics: Theory and Experiment},
number = {5}
}
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