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تسجيل مستخدم جديدCooling down Levy flights
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تأليف
I. Pavlyukevich
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Let L(t) be a Levy flights process with a stability index alphain(0,2), and U be an external multi-well potential. A jump-diffusion Z satisfying a stochastic differential equation dZ(t)=-U(Z(t-))dt+sigma(t)dL(t) describes an evolution of a Levy particle of an `instant temperature sigma(t) in an external force field. The temperature is supposed to decrease polynomially fast, i.e. sigma(t)approx t^{-theta} for some theta>0. We discover two different cooling regimes. If theta<1/alpha (slow cooling), the jump diffusion Z(t) has a non-trivial limiting distribution as tto infty, which is concentrated at the potentials local minima. If theta>1/alpha (fast cooling) the Levy particle gets trapped in one of the potential wells.
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