Lévy flights as subordination process: first passage times

Details Lévy flights as subordination process: first passage times Lévy flights as subordination process: first passage times

2004-05-05

arxiv.org/abs/cond-mat/0405091v1

Physics

Condensed Matter

Statistical Mechanics

4 pages, RevTeX

Scientific paper

We obtain the first passage time density for a L\'{e}vy flight random process from a subordination scheme. By this method, we infer the asymptotic behavior directly from the Brownian solution and the Sparre Andersen theorem, avoiding explicit reference to the fractional diffusion equation. Our results corroborate recent findings for Markovian L\'{e}vy flights and generalize to broad waiting times.

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