Leapover lengths and first passage time statistics for levy flights

被引：110

作者：

Koren, Tal ^{[1
]}

Lomholt, Michael A.

Chechkin, Aleksei V.

Klafter, Joseph

Metzler, Ralf

机构：

[1] Tel Aviv Univ, Sch Chem, IL-69978 Tel Aviv, Israel

[2] Tech Univ Munich, Dept Phys, D-85748 Garching, Germany

[3] Inst Theoret Phys, NSC, KIPT, UA-61108 Kharkov, Ukraine

来源：

PHYSICAL REVIEW LETTERS | 2007年 / 99卷 / 16期

关键词：

D O I：

10.1103/PhysRevLett.99.160602

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

Exact results for the first passage time and leapover statistics of symmetric and one-sided Levy flights (LFs) are derived. LFs with a stable index alpha are shown to have leapover lengths that are asymptotically power law distributed with an index alpha for one-sided LFs and, surprisingly, with an index alpha/2 for symmetric LFs. The first passage time distribution scales like a power law with an 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.

引用

页数：4

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