eng
Mosetti, Giancarlo
Jug, Giancarlo
Scalas, Enrico
Power laws from randomly sampled continuous-time random walks
http://doc.rero.ch/record/6681/files/mosetti_plr.pdf
It has been shown by Reed that random-sampling a Wiener process <i>x</i>(<i>t</i>) at times <i>T</i> chosen out of an exponential distribution gives rise to power laws in the distribution <i>P</i>(<i>x</i>(<i>T</i>))~<i>x</i>(<i>T</i>)<sup>-<i>β</i></sup>. 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 w^(k)=e<sup>-|k|<sup>α</sup>, with the exponent <i>β</i>=<i>α</i>.
2007-04-20T13:18:30Z
http://doc.rero.ch/record/6681