Publication Date:
2007
abstract:
It has been shown by Reed that random-sampling a Wiener process at times T chosen out of an exponential
distribution gives rise to power laws in the distribution.We show, both theoretically and numerically, that
this power-law behaviour also follows by random-sampling Levy flights (as continuous-time random walks), having
Fourier distribution with the exponent b=a.
distribution gives rise to power laws in the distribution.We show, both theoretically and numerically, that
this power-law behaviour also follows by random-sampling Levy flights (as continuous-time random walks), having
Fourier distribution with the exponent b=a.
Iris type:
Articolo su Rivista
List of contributors:
Mosetti, G; Jug, Giancarlo; Scalas, E.
Published in: