First-return time in fractional kinetics
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continuous-time random walkfirst-passage timefirst-return timefractional diffusionfractional kineticssparre Andersen theorem
Sums of independent random variables; random walks (60G50) Jump processes on general state spaces (60J76) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)
Cites work
- A Combinatorial Lemma and Its Application to Probability Theory
- A guide to first-passage processes
- Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations
- First passage and arrival time densities for Lévy flights and the failure of the method of images
- First-passage properties of asymmetric Lévy flights
- Fractional calculus: integral and differential equations of fractional order
- From classical dynamics to continuous time random walks
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- Linking animal movement to site fidelity
- On the fluctuations of sums of random variables
- Optimal random search, fractional dynamics and fractional calculus
- Persistence probabilities and exponents
- Random walks on lattices. II
- Sur une formule de Efros
- Survival probability of random walks and Lévy flights on a semi-infinite line
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- The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes
- The Wiener-Hopf equation whose kernel is a probability density
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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
- Unified solution of the expected maximum of a discrete time random walk and the discrete flux to a spherical trap
- Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records
- Universal survival probability for a correlated random walk and applications to records
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