@article{PalyulinBlackburnLomholtetal.2019,
author = {Palyulin, Vladimir V and Blackburn, George and Lomholt, Michael A and Watkins, Nicholas W and Metzler, Ralf and Klages, Rainer and Chechkin, Aleksei V.},
title = {First passage and first hitting times of L{\´e}vy flights and L{\´e}vy walks},
series = {New Journal of Physics},
volume = {21},
journal = {New Journal of Physics},
publisher = {Dt. Physikalische Ges.},
address = {Bad Honnef},
issn = {1367-2630},
doi = {10.1088/1367-2630/ab41bb},
pages = {24},
year = {2019},
abstract = {For both L{\´e}vy flight and L{\´e}vy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For L{\´e}vy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it ('leapovers'), these two definitions lead to significantly different results. We study the first-passage and first-hitting time distributions as functions of the L{\´e}vy stable index, highlighting the different behaviour for the cases when the first absolute moment of the jump length distribution is finite or infinite. In particular we examine the limits of short and long times. Our results will find their application in the mathematical modelling of random search processes as well as computer algorithms.},
language = {en}
}
@misc{PalyulinBlackburnLomholtetal.2019,
author = {Palyulin, Vladimir V and Blackburn, George and Lomholt, Michael A and Watkins, Nicholas W and Metzler, Ralf and Klages, Rainer and Chechkin, Aleksei V.},
title = {First passage and first hitting times of L{\´e}vy flights and L{\´e}vy walks},
series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
number = {785},
issn = {1866-8372},
doi = {10.25932/publishup-43983},
url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-439832},
pages = {25},
year = {2019},
abstract = {For both L{\´e}vy flight and L{\´e}vy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For L{\´e}vy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it ('leapovers'), these two definitions lead to significantly different results. We study the first-passage and first-hitting time distributions as functions of the L{\´e}vy stable index, highlighting the different behaviour for the cases when the first absolute moment of the jump length distribution is finite or infinite. In particular we examine the limits of short and long times. Our results will find their application in the mathematical modelling of random search processes as well as computer algorithms.},
language = {en}
}