Extreme statistics of superdiffusive Lévy flights and every other Lévy subordinate Brownian motion

DOI10.1007/s00332-023-09913-1zbMath1515.60165arXiv2103.07851OpenAlexW3138341601MaRDI QIDQ6166003

Sean D. Lawley

Publication date: 6 July 2023

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.07851

zbMATH Keywords

large deviationssuperdiffusionfirst passage timerandom searchfirst hitting timeLévy flights

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70)

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