Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
975676 | Physica A: Statistical Mechanics and its Applications | 2007 | 6 Pages |
Abstract
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))â¼x(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.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Giancarlo Mosetti, Giancarlo Jug, Enrico Scalas,