Local time of Lévy random walks: A path integral approach
Status PubMed-not-MEDLINE Jazyk angličtina Země Spojené státy americké Médium print-electronic
Typ dokumentu časopisecké články
- Publikační typ
- časopisecké články MeSH
The local time of a stochastic process quantifies the amount of time that sample trajectories x(τ) spend in the vicinity of an arbitrary point x. For a generic Hamiltonian, we employ the phase-space path-integral representation of random walk transition probabilities in order to quantify the properties of the local time. For time-independent systems, the resolvent of the Hamiltonian operator proves to be a central tool for this purpose. In particular, we focus on the local times of Lévy random walks (Lévy flights), which correspond to fractional diffusion equations.
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