Survival probability of random walks and Lévy flights on a semi-infinite line

DOI10.1088/1751-8121/aa8d28zbMath1383.82049arXiv1704.05940OpenAlexW3101662504MaRDI QIDQ4597593

Satya N. Majumdar, Philippe Mounaix, Grégory Schehr

Publication date: 13 December 2017

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.05940

zbMATH Keywords

random walkspersistenceLévy flight

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Related Items (8)

Record statistics for random walks and Lévy flights with resetting ⋮ First passage time moments of asymmetric Lévy flights ⋮ Maximum and records of random walks with stochastic resetting ⋮ Extreme value statistics of correlated random variables: a pedagogical review ⋮ Record statistics of a strongly correlated time series: random walks and Lévy flights ⋮ Universal order statistics for random walks \& Lévy flights ⋮ Universal survival probability for a correlated random walk and applications to records ⋮ Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations

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