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Barrier crossing of a Lévy flight

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Published 12 October 2005 2005 EDP Sciences
, , Citation A. V. Chechkin et al 2005 EPL 72 348 DOI 10.1209/epl/i2005-10265-1

0295-5075/72/3/348

Abstract

We consider the barrier crossing in a bistable potential for a random-walk process that is driven by Lévy noise of stable index α. It is shown that the survival probability decays exponentially, but with a power law dependence Tc(α,D) = C(α)D−μ(α) of the mean escape time on the noise intensity D. Here C is a constant, and the exponent μ varies slowly over a large range of the stable index α∊[1,2). For the Cauchy case, we explicitly calculate the escape rate.

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