Mathematics – Probability
Scientific paper
2008-06-06
Mathematics
Probability
13 pages, 2 figures. v2: Corrected a mistake in proof of second part of main theorem
Scientific paper
We consider the motion of a Brownian particle in $\mathbb{R}$, moving between a particle fixed at the origin and another moving deterministically away at slow speed $\epsilon>0$. The middle particle interacts with its neighbours via a potential of finite range $b>0$, with a unique minimum at $a>0$, where $b<2a$. We say that the chain of particles breaks on the left- or right-hand side when the middle particle is greater than a distance $b$ from its left or right neighbour, respectively. We study the asymptotic location of the first break of the chain in the limit of small noise, in the case where $\epsilon = \epsilon(\sigma)$ and $\sigma>0$ is the noise intensity.
Allman Michael
Betz Volker
No associations
LandOfFree
Breaking the chain does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Breaking the chain, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Breaking the chain will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-172700