### Abstract

We present a heuristic derivation of the first-passage-time exponent for the integral of a random walk [Y. G. Sinai, Theor. Math. Phys. 90, 219 (1992)]. Building on this derivation, we construct an estimation scheme to understand the first-passage-time exponent for the integral of the integral of a random walk, which is numerically observed to be (Formula presented) We discuss the implications of this estimation scheme for the (Formula presented) integral of a random walk. For completeness, we also address the (Formula presented) case. Finally, we explore an application of these processes to an extended, elastic object being pulled through a random potential by a uniform applied force. In so doing, we demonstrate a time reparametrization freedom in the Langevin equation that maps nonlinear stochastic processes into linear ones.

Original language | English (US) |
---|---|

Number of pages | 1 |

Journal | Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics |

Volume | 64 |

Issue number | 1 |

DOIs | |

State | Published - Jan 1 2001 |

Externally published | Yes |

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### ASJC Scopus subject areas

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

### Cite this

**First-passage-time exponent for higher-order random walks : Using Lévy flights.** / Schwarz, Jennifer M; Maimon, Ron.

Research output: Contribution to journal › Article

}

TY - JOUR

T1 - First-passage-time exponent for higher-order random walks

T2 - Using Lévy flights

AU - Schwarz, Jennifer M

AU - Maimon, Ron

PY - 2001/1/1

Y1 - 2001/1/1

N2 - We present a heuristic derivation of the first-passage-time exponent for the integral of a random walk [Y. G. Sinai, Theor. Math. Phys. 90, 219 (1992)]. Building on this derivation, we construct an estimation scheme to understand the first-passage-time exponent for the integral of the integral of a random walk, which is numerically observed to be (Formula presented) We discuss the implications of this estimation scheme for the (Formula presented) integral of a random walk. For completeness, we also address the (Formula presented) case. Finally, we explore an application of these processes to an extended, elastic object being pulled through a random potential by a uniform applied force. In so doing, we demonstrate a time reparametrization freedom in the Langevin equation that maps nonlinear stochastic processes into linear ones.

AB - We present a heuristic derivation of the first-passage-time exponent for the integral of a random walk [Y. G. Sinai, Theor. Math. Phys. 90, 219 (1992)]. Building on this derivation, we construct an estimation scheme to understand the first-passage-time exponent for the integral of the integral of a random walk, which is numerically observed to be (Formula presented) We discuss the implications of this estimation scheme for the (Formula presented) integral of a random walk. For completeness, we also address the (Formula presented) case. Finally, we explore an application of these processes to an extended, elastic object being pulled through a random potential by a uniform applied force. In so doing, we demonstrate a time reparametrization freedom in the Langevin equation that maps nonlinear stochastic processes into linear ones.

UR - http://www.scopus.com/inward/record.url?scp=84879557421&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84879557421&partnerID=8YFLogxK

U2 - 10.1103/PhysRevE.64.016120

DO - 10.1103/PhysRevE.64.016120

M3 - Article

AN - SCOPUS:84879557421

VL - 64

JO - Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

JF - Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

SN - 1063-651X

IS - 1

ER -