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
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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 x(t) at times T chosen out of an exponential distribution gives rise to power laws in the distribution P(x(T))~x(T)-β. We show, both theoretically and numerically, that this power-law behaviour also follows by random-sampling Lévy flights (as continuous-time random walks), having Fourier distribution w^(k)=e-|k|α, with the exponent β=α.
- Faculty
- Faculté des sciences et de médecine
- Department
- Département de Physique
- Language
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- English
- Classification
- Mathematics
- License
- License undefined
- Identifiers
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- RERO DOC 6681
- DOI 10.1016/j.physa.2006.08.065
- Persistent URL
- https://folia.unifr.ch/unifr/documents/300278
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