Kramers-like escape driven by fractional Gaussian noise
نویسندگان
چکیده
منابع مشابه
Kramers-like escape driven by fractional Gaussian noise.
We investigate the escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well and analyze in detail the dependence of the mean escape time on the Hurst exponent H and the particle diffusivity D. We observe different behavior for the subdiffusive...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2010
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.81.041119