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First passage and arrival time densities for Levy Flights

Klafter, J (Tel Aviv University)
Tuesday 27 June 2006, 15:30-16:30

Seminar Room 1, Newton Institute


We discuss a few cases related to the first passage time problem when dominated by Lévy jump length distributions , namely, Lévy flights. These include crossing of a barrier, the semi- infinite interval and the nature of leap-overs. The latter is investigated for both symmetric and one-sided Lévy flights.


[ppt ]


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