摘要翻译:
给出了对称和单边Levy飞行(LFs)的第一次通过时间和跳跃统计量的精确结果。具有稳定指数α的LFs具有跳跃长度,对于单侧LFs,其跳跃长度随指数α呈渐近幂律分布,而对于对称LFs,其跳跃长度随指数α/2呈渐近幂律分布。对称LFs的首次通过时间分布类似于指数为1/2的幂律,而单边LFs的首次通过时间分布很窄。通过大量的仿真验证了精确的分析结果。
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英文标题:
《Leapover lengths and first passage time statistics for L\'evy flights》
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作者:
Tal Koren, Michael A. Lomholt, Aleksei V. Chechkin, Joseph Klafter,
Ralf Metzler
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最新提交年份:
2007
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分类信息:
一级分类:Physics 物理学
二级分类:Statistical Mechanics 统计力学
分类描述:Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变,热力学,场论,非平衡现象,重整化群和标度,可积模型,湍流
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英文摘要:
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.
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PDF链接:
https://arxiv.org/pdf/706.3641