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

DOI10.1088/1751-8113/49/50/504001MaRDI QIDQ2960261zbMATH OpenOpenAlexFDO

Authors Bartłomiej Dybiec, Ewa Gudowska-Nowak, Aleksei V. Chechkin

Publication date 8 February 2017

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1751-8113/49/50/504001

zbMATH Keywords

first arrivalfirst escapeleapoversLévy flights

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

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• Introduction to Econophysics
• Levy Statistics and Laser Cooling
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Cited in

(20)

• Escape from bounded domains driven by multivariate \(\alpha \)-stable noises
• First-passage properties of asymmetric Lévy flights
• Preface: Marian Smoluchowski's 1916 paper -- a century of inspiration
• Inertial Lévy flights in bounded domains
• Analytical estimation for the impulse response of an \(n\)-dimensional diffusion channel with an absorbing receiver
• Competition between Lévy jumps and continuous drift
• Lévy flights: transitions and meta-stability
• Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
• Ballistic Lévy walk with rests: escape from a bounded domain
• Survival probability of random walks and Lévy flights on a semi-infinite line
• First passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditions
• First passage and arrival time densities for Lévy flights and the failure of the method of images
• Lévy noise-driven escape from arctangent potential wells
• Random search on comb
• Random acceleration process on finite intervals under stochastic restarting
• Residual mean first-passage time for jump processes: theory and applications to Lévy flights and fractional Brownian motion
• Recurrence of random walks with long-range steps generated by fractional Laplacian matrices on regular networks and simple cubic lattices
• First passage time moments of asymmetric Lévy flights
• First exit time of a Lévy flight from a bounded region in \(\mathbb{R}^N\)
• Revisiting Lévy flights on bounded domains: a Fock space approach

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