@article{
 title = {Escape from bounded domains driven by multivariate -stable noises},
 type = {article},
 year = {2015},
 keywords = {diffusion,driven diffusive systems (theory),stochastic particle dynamics (theory),stochastic processes (theory)},
 volume = {2015},
 id = {56bbb732-4b22-3530-95a0-31b1cb956c54},
 created = {2020-10-30T10:12:15.452Z},
 file_attached = {false},
 profile_id = {f5390430-7317-381a-8c56-e25a878d78ef},
 last_modified = {2020-10-30T10:12:15.452Z},
 read = {false},
 starred = {false},
 authored = {true},
 confirmed = {false},
 hidden = {false},
 private_publication = {false},
 abstract = {© 2015 IOP Publishing Ltd and SISSA Medialab srl. In this paper we provide an analysis of a mean first passage time problem of a random walker subject to a bivariate -stable Lévy-type noise from a 2-dimensional disk. For an appropriate choice of parameters the mean first passage time reveals non-trivial, non-monotonous dependence on the stability indexdescribing jumps' length asymptotics both for spherical and Cartesian Lévy flights. Finally, we study escape from a d-dimensional hypersphere showing that a d-dimensional escape process can be used to discriminate between various types of multivariate -stable noises, especially spherical and Cartesian Lévy flights.},
 bibtype = {article},
 author = {Szczepaniec, K. and Dybiec, B.},
 doi = {10.1088/1742-5468/2015/06/P06031},
 journal = {Journal of Statistical Mechanics: Theory and Experiment},
 number = {6}
}

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