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

J. M. Schwarz, R. Maimon

Research output: Contribution to journalArticlepeer-review

10 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)
Pages (from-to)016120/1-016120/10
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume64
Issue number1 II
StatePublished - Jul 2001
Externally publishedYes

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics

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