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
Link To Document :
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