• Title of article

    Power laws from randomly sampled continuous-time random walks

  • Author/Authors

    Giancarlo Mosetti، نويسنده , , Giancarlo Jug، نويسنده , , Enrico Scalas، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    6
  • From page
    233
  • To page
    238
  • 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)) 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 , with the exponent β=α.
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Serial Year
    2007
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    871345