Metastable Behaviour of Small Noise Levy-Driven Diffusions
| dc.creator | Imkeller, Peter | |
| dc.creator | Pavlyukevich, Ilya | |
| dc.date | 2006-01-31 | |
| dc.date | 2006-07-20 | |
| dc.date.accessioned | 2026-07-07T06:59:32Z | |
| dc.date.available | 2026-07-07T06:59:32Z | |
| dc.description | We consider a dynamical system in R driven by a vector field -U', where U is a multi-well potential satisfying some regularity conditions. We perturb this dynamical system by a Levy noise of small intensity and such that the heaviest tail of its Levy measure is regularly varying. We show that the perturbed dynamical system exhibits metastable behaviour i.e. on a proper time scale it reminds of a Markov jump process taking values in the local minima of the potential U. Due to the heavy-tail nature of the random perturbation, the results differ strongly from the well studied purely Gaussian case. | |
| dc.description | 33 pages | |
| dc.identifier | https://arxiv.org/abs/math/0601771 | |
| dc.identifier | http://arxiv.org/abs/math/0601771 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/107782 | |
| dc.subject | Probability | |
| dc.subject | 60E07; 60F10 | |
| dc.title | Metastable Behaviour of Small Noise Levy-Driven Diffusions | |
| dc.type | text |