中文

First passage time exponent for higher-order random walks:Using Levy flights

统计力学 2009-11-07 v1

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 0.220±0.0010.220\pm0.001. We discuss the implications of this estimation scheme for the nthn{\rm th} integral of a random walk. For completeness, we also address the n=n=\infty 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.

关键词

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