Journal article

Power laws from randomly sampled continuous-time random walks

  • Mosetti, Giancarlo ISI Foundation, Torino, Italy - Départment de Physique, Université de Fribourg, Switzerland
  • Jug, Giancarlo ISI Foundation, Torino, Italy - Dipartimento di Fisica e Matematica, Università dell’Insubria, Como, Italy
  • Scalas, Enrico ISI Foundation, Torino, Italy - Dipartimento di Scienze e Tecnologie Avanzate, Università del Piemonte Orientale, Alessandria, Italy
    22.09.2006
Published in:
  • Physica A: Statistical Mechanics and its Applications. - 2007, vol. 375, no. 1, p. 233-238
English It has been shown by Reed that random-sampling a Wiener process <i>x</i>(<i>t</i>) at times <i>T</i> chosen out of an exponential distribution gives rise to power laws in the distribution <i>P</i>(<i>x</i>(<i>T</i>))~<i>x</i>(<i>T</i>)<sup>-<i>β</i></sup>. We show, both theoretically and numerically, that this power-law behaviour also follows by random-sampling Lévy flights (as continuous-time... Show more…
Faculty
Faculté des sciences
Department
Physique
Language
  • English
Classification
Mathematics
License
License undefined
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Persistent URL
https://folia.unifr.ch/unifr/documents/300278