First passage time moments of asymmetric Lévy flights (Q5059993): Difference between revisions

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scientific article; zbMATH DE number 7643107

Language	Label	Description	Also known as
English	First passage time moments of asymmetric Lévy flights	scientific article; zbMATH DE number 7643107

Statements

scholarly article

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First passage time moments of asymmetric Lévy flights (English)

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Bartłomiej Dybiec

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Marcin Magdziarz

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Aleksei V. Chechkin

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Journal of Physics A: Mathematical and Theoretical

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publication date

17 January 2023

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full work available at URL

https://arxiv.org/abs/2005.02095

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zbMATH Keywords

Lévy flight

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first passage time moments

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fractional diffusion equation

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describes a project that uses

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MaRDI profile type

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The fractional Fick's law for non-local transport processes

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Lévy flights in a steep potential well

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A Guide to First-Passage Processes

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Stochastic methods. A handbook for the natural and social sciences

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First passage and arrival time densities for Lévy flights and the failure of the method of images

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Limit theorems in fluctuation theory

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Maxima of sums of random variables and suprema of stable processes

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On the fluctuations of sums of random variables

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To hit or to pass it over—remarkable transient behavior of first arrivals and passages for Lévy flights in finite domains

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Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records

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Survival probability of random walks and Lévy flights on a semi-infinite line

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The Distribution of the Maximum of Partial Sums of Independent Random Variables

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Some Theorems Concerning 2-Dimensional Brownian Motion

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Absorbing barrier processes connected with the symmetric stable densities

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Potential analysis of stable processes and its extensions. With some of the papers based on the presentations at the workshop on stochastic and harmonic analysis of processes with jumps, Angers, France, May 2--9, 2006.

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On the Harmonic Measure of Stable Processes

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Properties of Lévy flights on an interval with absorbing boundaries

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Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion

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First exit time of a Lévy flight from a bounded region in ℝ<sup><i>N</i></sup>

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Discretizations of the Spectral Fractional Laplacian on General Domains with Dirichlet, Neumann, and Robin Boundary Conditions

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The fractional calculus. Theory and applications of differentiation and integration to arbitrary order

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The accuracy and stability of an implicit solution method for the fractional diffusion equation

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FINITE DIFFERENCE METHODS FOR FRACTIONAL DIFFERENTIAL EQUATIONS

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Numerical methods for the solution of partial differential equations of fractional order.

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Lévy flights, non-local search and simulated annealing

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Codifference as a practical tool to measure interdependence

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1088/1751-8121/AB9030

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Sitelinks

Mathematics(1 entry)

mardi Publication:5059993

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