DOI

We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise linear force, 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 neighbouring particles becomes larger than a certain threshold. There are three different regimes depending on the relation between the speed of pulling and the Brownian noise. We provide weak limit theorems for the break time and the break position for each regime.

Язык оригиналаанглийский
Страницы (с-по)2585-2611
Число страниц27
ЖурналAnnals of Applied Probability
Том31
Номер выпуска6
DOI
СостояниеОпубликовано - дек 2021

    Области исследований

  • гауссовские процессы

    Предметные области Scopus

  • Теория вероятности и статистика
  • Статистика, теория вероятности и теория неопределенности

ID: 90454103