Abstract
We explore properties of the escape kinetics from the d-dimensional hypercube driven by multi-variate α-stable noises. Using methods of stochastic dynamics we show complex dependence of the mean first passage time for the escape from the hypercube as a function of the hypercube dimension d. Finally, we show how the escape process can be used to quantify independence of components of multi-variate α-stable noises.
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Dybiec, B., Szczepaniec, K. Escape from hypercube driven by multi-variate α-stable noises: role of independence. Eur. Phys. J. B 88, 184 (2015). https://doi.org/10.1140/epjb/e2015-60429-2
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DOI: https://doi.org/10.1140/epjb/e2015-60429-2