Metastable Behaviour of Small Noise Lévy-driven Diffusions
نویسندگان
چکیده
Abstract. 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 Lévy noise of small intensity and such that the heaviest tail of its Lévy 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.
منابع مشابه
Metastable Behaviour of Small Noise Lévy-Driven Diffusion
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 Lévy noise of small intensity and such that the heaviest tail of its Lévy measure is regularly varying. We show that the perturbed dynamical system exhibits metastable behaviour i.e. on a proper time scale it reminds of...
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