Leapover lengths and first passage time statistics for Lévy flights

Details Leapover lengths and first passage time statistics for Lévy flights Leapover lengths and first passage time statistics for Lévy flights

2007-06-25

arxiv.org/abs/0706.3641v1

Phys. Rev. Lett. 99, 160602 (2007)

Physics

Condensed Matter

Statistical Mechanics

4 pages, 5 figures, REVTeX

Scientific paper

10.1103/PhysRevLett.99.160602

Exact results for the first passage time and leapover statistics of symmetric and one-sided Levy flights (LFs) are derived. LFs with stable index alpha are shown to have leapover lengths, that are asymptotically power-law distributed with index alpha for one-sided LFs and, surprisingly, with index alpha/2 for symmetric LFs. The first passage time distribution scales like a power-law with index 1/2 as required by the Sparre Andersen theorem for symmetric LFs, whereas one-sided LFs have a narrow distribution of first passage times. The exact analytic results are confirmed by extensive simulations.

Affiliated with

Also associated with

No associations

Rating

Leapover lengths and first passage time statistics for Lévy flights does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Leapover lengths and first passage time statistics for Lévy flights, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Leapover lengths and first passage time statistics for Lévy flights will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-230322