First-passage-time exponent for higher-order random walks: Using Lévy flights

Research output: Contribution to journalArticle

7 Scopus citations

Abstract

A relation between the shift in the first-passage-time exponent and the decay rate of the probability of N velocity zero crossings for the nth random walk is presented. By slicing time in terms of velocity zero crossings, higher-order random walks are characterized in terms of a one-dimensional Lévy process.

Original languageEnglish (US)
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume64
Issue number1 II
StatePublished - Jul 2001
Externally publishedYes

    Fingerprint

ASJC Scopus subject areas

  • Mathematical Physics
  • Physics and Astronomy(all)
  • Condensed Matter Physics
  • Statistical and Nonlinear Physics

Cite this