First passage time exponent for higher-order random walks:Using Levy flights
摘要
We present a heuristic derivation of the first passage time exponent for the integral of a random walk [Y. G. Sinai, Theor. Math. Phys. {\bf 90}, 219 (1992)]. Building on this derivation, we construct an estimation scheme to understand the first passage time exponent for the integral of the integral of a random walk, which is numerically observed to be . We discuss the implications of this estimation scheme for the integral of a random walk. For completeness, we also address the case. Finally, we explore an application of these processes to an extended, elastic object being pulled through a random potential by a uniform applied force. In so doing, we demonstrate a time reparameterization freedom in the Langevin equation that maps nonlinear stochastic processes into linear ones.
引用
@article{arxiv.cond-mat/0103220,
title = {First passage time exponent for higher-order random walks:Using Levy flights},
author = {J. M. Schwarz and Ron Maimon},
journal= {arXiv preprint arXiv:cond-mat/0103220},
year = {2009}
}
备注
4 figures, submitted to PRE