From the long jump random walk to the fractional Laplacian

Details From the long jump random walk to the fractional Laplacian From the long jump random walk to the fractional Laplacian

2009-01-21

arxiv.org/abs/0901.3261v1

Mathematics

Probability

Submitted to the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.i

Scientific paper

This note illustrates how a simple random walk with possibly long jumps is
related to fractional powers of the Laplace operator. The exposition is
elementary and self-contained.

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