Extreme statistics of superdiffusive Lévy flights and every other Lévy subordinate Brownian motion
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Publication:6166003
Abstract: The search for hidden targets is a fundamental problem in many areas of science, engineering, and other fields. Studies of search processes often adopt a probabilistic framework, in which a searcher randomly explores a spatial domain for a randomly located target. There has been significant interest and controversy regarding optimal search strategies, especially for superdiffusive processes. The optimal search strategy is typically defined as the strategy that minimizes the time it takes a given single searcher to find a target, which is called a first hitting time (FHT). However, many systems involve multiple searchers and the important timescale is the time it takes the fastest searcher to find a target, which is called an extreme FHT. In this paper, we study extreme FHTs for any stochastic process that is a random time change of Brownian motion by a Levy subordinator. This class of stochastic processes includes superdiffusive Levy flights in any space dimension, which are processes described by a Fokker-Planck equation with a fractional Laplacian. We find the short-time distribution of a single FHT for any Levy subordinate Brownian motion and use this to find the full distribution and moments of extreme FHTs as the number of searchers grows. We illustrate these rigorous results in several examples and numerical simulations.
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Cited in
(7)- Cover Times of Many Diffusive or Subdiffusive Searchers
- Extreme first passage times of piecewise deterministic Markov processes
- Search reliability and search efficiency of combined Lévy-Brownian motion: long relocations mingled with thorough local exploration
- Hitting probabilities for fast stochastic search
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