We investigate the behavior of a finite chain of Brownian particles interacting through a pairwise quadratic potential, with one end of the chain fixed and the other end pulled away at slow speed, in the limit of slow speed and small Brownian noise. We study the instant when the chain “breaks,” that is, the distance between two neighboring particles becomes larger than a certain limit. In the regime where both the pulling and the noise significantly influence the behavior of the chain, we prove weak limit theorems for the break time and the break position.
Original languageEnglish
Pages (from-to)184-208
Number of pages25
JournalTheory of Probability and its Applications
Volume66
Issue number2
DOIs
StatePublished - 1 Jan 2021

    Research areas

  • interacting Brownian particles, Ornstein– Uhlenbeck processes, stochastic differential equations

ID: 101743271