Barrier crossing of a Lévy flight

A. V. Chechkin*, V. Yu Gonchar, J. Klafter, R. Metzler

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

We consider the barrier crossing in a bistable potential for a random-walk process that is driven by Lévy noise of stable index α. It is shown that the survival probability decays exponentially, but with a power law dependence Tc(α, D) = C(α)D-μ(α) of the mean escape time on the noise intensity D. Here C is a constant, and the exponent μ varies slowly over a large range of the stable index α ∈ [1, 2). For the Cauchy case, we explicitly calculate the escape rate.

Original languageEnglish
Pages (from-to)348-354
Number of pages7
JournalEurophysics Letters
Volume72
Issue number3
DOIs
StatePublished - 1 Nov 2005

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