期刊
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL
卷 39, 期 15, 页码 L237-L246出版社
IOP PUBLISHING LTD
DOI: 10.1088/0305-4470/39/15/L01
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We consider Levy flights of stability index alpha epsilon (0, 2) in a potential landscape in the limit of a small noise parameter. We give a purely probabilistic description of the random dynamics on the basis of a special decomposition of the driving Levy processes into independent small jumps and compound Poisson parts. We prove that escape times from a potential well are exponentially distributed and their mean values increase as a power epsilon(-alpha) of the noise intensity epsilon. This allows us to obtain meta-stability results for a jump diffusion in a double-well potential.
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