Asymmetric Lévy flights in the presence of absorbing boundaries

DOI10.1088/1742-5468/2013/10/P10006MaRDI QIDQ3301412zbMATHOpenAlexFDO

Authors Clélia de Mulatier, Alberto Rosso, Grégory Schehr

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.0476

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50)

Abstract: We consider a one dimensional asymmetric random walk whose jumps are identical, independent and drawn from a distribution phi(eta) displaying asymmetric power law tails (i.e. phi(eta) sim c/eta^{alpha +1} for large positive jumps and phi(eta) sim c/(gamma |eta|^{alpha +1}) for large negative jumps, with 0 < alpha < 2). In absence of boundaries and after a large number of steps n, the probability density function (PDF) of the walker position, x_n, converges to an asymmetric L'evy stable law of stability index alpha and skewness parameter �eta=(gamma-1)/(gamma+1). In particular the right tail of this PDF decays as c n/x_n^{1+alpha}. Much less is known when the walker is confined, or partially confined, in a region of the space. In this paper we first study the case of a walker constrained to move on the positive semi-axis and absorbed once it changes sign. In this case, the persistence exponent heta_+, which characterizes the algebraic large time decay of the survival probability, can be computed exactly and we show that the tail of the PDF of the walker position decays as c , n/[(1- heta_+) , x_n^{1+alpha}]. This last result can be generalized in higher dimensions such as a planar L'evy walker confined in a wedge with absorbing walls. Our results are corroborated by precise numerical simulations.

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Cited in

(8)

• Non-Markovian Lévy dynamics and the effect of the underlying time correlation
• Properties of Lévy flights on an interval with absorbing boundaries
• Survival probability of random walks and Lévy flights on a semi-infinite line
• On the gap and time interval between the first two maxima of long continuous time random walks
• First-passage properties of asymmetric Lévy flights
• First passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditions
• Escape from bounded domains driven by multivariate \(\alpha \)-stable noises
• Large time asymptotic of heavy tailed renewal processes

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