Residual mean first-passage time for jump processes: theory and applications to Lévy flights and fractional Brownian motion
From MaRDI portal
Publication:3015356
DOI10.1088/1751-8113/44/25/255003zbMath1220.82054arXiv1103.4961OpenAlexW3098238927MaRDI QIDQ3015356
Olivier Bénichou, Vincent Tejedor, Ralf Metzler, Raphaël Voituriez
Publication date: 12 July 2011
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.4961
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)
Related Items (8)
First passage time moments of asymmetric Lévy flights ⋮ Unstable state decay in non-Markovian heat baths and weak signals detection ⋮ Statistical and transport properties of a one-dimensional random walk with periodically distributed trapping intervals ⋮ Comparison of multiple random walks strategies for searching networks ⋮ Mean first passage time of preferential random walks on complex networks with applications ⋮ Noteworthy fractal features and transport properties of Cantor tartans ⋮ Survival probability of random walks leaping over traps ⋮ First-passage properties of asymmetric Lévy flights
This page was built for publication: Residual mean first-passage time for jump processes: theory and applications to Lévy flights and fractional Brownian motion