Local time of Levy random walks: A path integral approach

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F17%3A00318536" target="_blank" >RIV/68407700:21340/17:00318536 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1103/PhysRevE.95.052136" target="_blank" >http://dx.doi.org/10.1103/PhysRevE.95.052136</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1103/PhysRevE.95.052136" target="_blank" >10.1103/PhysRevE.95.052136</a>

Result language

angličtina

Original language name

Local time of Levy random walks: A path integral approach

Original language description

The local time of a stochastic process quantifies the amount of time that sample trajectories x(tau) spend in the vicinity of an arbitrary point x. For a generic Hamiltonian, we employ the phase-space path-integral representation of random walk transition probabilities in order to quantify the properties of the local time. For time-independent systems, the resolvent of the Hamiltonian operator proves to be a central tool for this purpose. In particular, we focus on the local times of Levy random walks (Levy flights), which correspond to fractional diffusion equations.

Czech name

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Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

10102 - Applied mathematics

Project

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Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2017

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

PHYSICAL REVIEW E

ISSN

2470-0045

e-ISSN

2470-0053

Volume of the periodical

95

Issue of the periodical within the volume

5

Country of publishing house

US - UNITED STATES

Number of pages

9

Pages from-to

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UT code for WoS article

000402019400001

EID of the result in the Scopus database

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