从长跳跃随机游走到分数阶拉普拉斯算子
概率论
2009-01-22 v1
摘要
这篇笔记阐述了具有可能长跳跃的简单随机游走如何与拉普拉斯算子的分数次幂相关联。该论述是初等且自洽的。
引用
@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}
}
备注
Submitted to the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)