Leapover Lengths and First Passage Time Statistics for Lévy Flights
نویسندگان
چکیده
منابع مشابه
Lévy flights from a continuous-time process.
Lévy flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus this process is a kind of continuous-time random walk (CTRW), dual to the typical Scher-Montroll model, in which n grows sublinearly with t. Models in which Lévy flights emerge due to a temporal subordination allow one easily to d...
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III. Lévy flights 9 A. Underlying random walk process 9 B. Propagator and symmetries 10 C. Presence of external potentials 12 1. Harmonic potential 12 2. Steeper than harmonic potentials 13 D. First passage and first arrival of Lévy flights 15 E. Leapover properties of Lévy flights 17 F. Kramers problem for Lévy flights 18 G. More on the ”pathology” 20 H. Bi-fractional transport equations 22 I....
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ژورنال
عنوان ژورنال: Physical Review Letters
سال: 2007
ISSN: 0031-9007,1079-7114
DOI: 10.1103/physrevlett.99.160602