Publication Type

Journal Article

Publication Date

10-2004

Abstract

We investigate the statistical parity of a class of chaos-generated noises on the escape of strongly damped particles out of a potential well. We show that statistical asymmetry in the chaotic fluctuations can lead to a skewed Maxwell–Boltzmann distribution in the well. Depending on the direction of skew, the Kramers escape rate is enhanced or suppressed accordingly. Based on the Perron–Frobenious equation, we determine an analytical expression for the escape rate’s prefactor that accounts for this effect. Furthermore, our perturbative analysis proves that in the zeroth-order limit, the rate of particle escape converges to the Kramers rate.

Discipline

Management Sciences and Quantitative Methods | Physical Sciences and Mathematics

Research Areas

Quantitative Finance

Publication

Physical Review E

Volume

70

Issue

4

First Page

1

Last Page

4

ISSN

1063-651X

Identifier

10.1103/PhysRevE.70.045203

Creative Commons License

Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.

Additional URL

http://doi.org/10.1103/PhysRevE.70.045203

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