Allman, Michael J. and Betz, Volker (2009) Breaking the chain. Stochastic Processes and their Applications, Vol.119 (No.8). pp. 2645-2659. doi:10.1016/j.spa.2009.01.007 ISSN 0304-4149.

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Abstract

We consider the motion of a Brownian particle in R, moving between a particle fixed at the origin and another moving deterministically away at slow speed epsilon > 0. The middle particle interacts with its neighbours via a potential of finite range b > 0, with a unique minimum at a > 0, where b < 2a. We say that the chain of particles breaks on the left- or right-hand side when the middle particle is at a distance greater than b from its left or right neighbour, respectively. We study the asymptotic location of the first break of the chain in the limit of small noise, in the case where epsilon = epsilon(sigma) and sigma > 0 is the noise intensity. (C) 2009 Elsevier B.V. All rights reserved.

Item Type:	Journal Article
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science, Engineering and Medicine > Science > Mathematics
Journal or Publication Title:	Stochastic Processes and their Applications
Publisher:	Elsevier Science BV
ISSN:	0304-4149
Official Date:	August 2009
Dates:	Date Event August 2009 Published
Volume:	Vol.119
Number:	No.8
Number of Pages:	15
Page Range:	pp. 2645-2659
DOI:	10.1016/j.spa.2009.01.007
Status:	Peer Reviewed
Publication Status:	Published
Access rights to Published version:	Restricted or Subscription Access
Funder:	Engineering and Physical Sciences Research Council (EPSRC)
Grant number:	EP/D07181X/1 (EPSRC)

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