From the long jump random walk to the fractional Laplacian
Probability
2009-01-22 v1
Abstract
This note illustrates how a simple random walk with possibly long jumps is related to fractional powers of the Laplace operator. The exposition is elementary and self-contained.
Keywords
Cite
@article{arxiv.0901.3261,
title = {From the long jump random walk to the fractional Laplacian},
author = {Enrico Valdinoci},
journal= {arXiv preprint arXiv:0901.3261},
year = {2009}
}
Comments
Submitted to the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)