From the long jump random walk to the fractional Laplacian
Abstract
Description
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.
Submitted to the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Submitted to the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)