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arxiv: 0706.3641 · v1 · submitted 2007-06-25 · ❄️ cond-mat.stat-mech

Leapover lengths and first passage time statistics for L\'evy flights

classification ❄️ cond-mat.stat-mech
keywords firstindexpassagealphaleapoverone-sidedsymmetrictime
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Exact results for the first passage time and leapover statistics of symmetric and one-sided Levy flights (LFs) are derived. LFs with stable index alpha are shown to have leapover lengths, that are asymptotically power-law distributed with index alpha for one-sided LFs and, surprisingly, with index alpha/2 for symmetric LFs. The first passage time distribution scales like a power-law with index 1/2 as required by the Sparre Andersen theorem for symmetric LFs, whereas one-sided LFs have a narrow distribution of first passage times. The exact analytic results are confirmed by extensive simulations.

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