From the long jump random walk to the fractional Laplacian

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/216818This 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)ProbabilityFrom the long jump random walk to the fractional Laplaciantext