Spectral Analysis of a Discrete Metastable System Driven by L\'evy Flights
Probability
2015-01-15 v1 Statistical Mechanics
Abstract
In this paper we consider a finite state time discrete Markov chain that mimics the behaviour of solutions of the stochastic differential equation , where is a multi-well potential with local minima and L is a symmetric \alpha-stable L\'evy process (L\'evy flights process). We investigate the spectrum of the generator of this Markov chain in the limit and localize the top n eigenvalues . These eigenvalues turn out to be of the same algebraic order and are well separated from the rest of the spectrum by a spectral gap. We also determine the limits , , and show that the corresponding eigenvectors are approximately constant over the domains which correspond to the potential wells of .
Keywords
Cite
@article{arxiv.1501.03264,
title = {Spectral Analysis of a Discrete Metastable System Driven by L\'evy Flights},
author = {Toralf Burghoff and Ilya Pavlyukevich},
journal= {arXiv preprint arXiv:1501.03264},
year = {2015}
}
Comments
21 pages, 3 figures