Lévy flights as subordination process: first passage times

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dc.creatorSokolov, Igor M.
dc.creatorMetzler, R.
dc.date2004-05-05
dc.date.accessioned2026-07-07T02:58:00Z
dc.date.available2026-07-07T02:58:00Z
dc.descriptionWe obtain the first passage time density for a Lévy flight random process from a subordination scheme. By this method, we infer the asymptotic behavior directly from the Brownian solution and the Sparre Andersen theorem, avoiding explicit reference to the fractional diffusion equation. Our results corroborate recent findings for Markovian Lévy flights and generalize to broad waiting times.
dc.description4 pages, RevTeX
dc.identifierhttps://arxiv.org/abs/cond-mat/0405091
dc.identifierhttp://arxiv.org/abs/cond-mat/0405091
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/23898
dc.subjectStatistical Mechanics
dc.titleLévy flights as subordination process: first passage times
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