BREAKING A CHAIN OF INTERACTING BROWNIAN PARTICLES
成果类型:
Article
署名作者:
Aurzada, Frank; Betz, Volker; Lifshits, Mikhail
署名单位:
Technical University of Darmstadt; Saint Petersburg State University
刊物名称:
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN:
1050-5164
DOI:
10.1214/20-AAP1658
发表日期:
2021
页码:
2585-2611
关键词:
摘要:
We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise linear force, with one end of the chain fixed and the other end pulled away at slow speed, in the limit of slow speed and small Brownian noise. We study the instant when the chain breaks, that is, the distance between two neighbouring particles becomes larger than a certain threshold. There are three different regimes depending on the relation between the speed of pulling and the Brownian noise. We provide weak limit theorems for the break time and the break position for each regime.
来源URL: