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Crossover between Lévy and Gaussian regimes in first-passage processes

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タイトル: Crossover between Lévy and Gaussian regimes in first-passage processes
著者: Inoue, Jun-ichi 著作を一覧する
Sazuka, Naoya 著作を一覧する
発行日: 2007年 8月17日
出版者: American Physical Society
誌名: Physical Review E
巻: 76
号: 2
開始ページ: 021111
出版社 DOI: 10.1103/PhysRevE.76.021111
抄録: We propose an approach to the problem of the first-passage time. Our method is applicable not only to the Wiener process but also to the non-Gaussian Lévy flights or to more complicated stochastic processes whose distributions are stable. To show the usefulness of the method, we particularly focus on the first-passage time problems in the truncated Lévy flights (the so-called KoBoL processes from Koponen, Boyarchenko, and Levendorskii), in which the arbitrarily large tail of the Lévy distribution is cut off. We find that the asymptotic scaling law of the first-passage time t distribution changes from t−(+1)/-law (non-Gaussian Lévy regime) to t−3/2-law (Gaussian regime) at the crossover point. This result means that an ultraslow convergence from the non-Gaussian Lévy regime to the Gaussian regime is observed not only in the distribution of the real time step for the truncated Lévy flight but also in the first-passage time distribution of the flight. The nature of the crossover in the scaling laws and the scaling relation on the crossover point with respect to the effective cutoff length of the Lévy distribution are discussed.
Rights: Copyright © 2007 American Physical Society
Relation (URI):
資料タイプ: article
出現コレクション:雑誌発表論文等 (Peer-reviewed Journal Articles, etc)

提供者: 井上 純一


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