The spectrum of the fractional Laplacian and First-Passage–Time statistics

and

Published 17 July 2008 Europhysics Letters Association
, , Citation E. Katzav and M. Adda-Bedia 2008 EPL 83 30006 DOI 10.1209/0295-5075/83/30006

0295-5075/83/3/30006

Abstract

We present exact results for the spectrum of the fractional Laplacian in a bounded domain and apply them to First-Passage–Time (FPT) statistics of Lévy flights. We specifically show that the average is insufficient to describe the distribution of the FPT, although it is the only quantity available in the existing literature. In particular, we show that the FPT distribution is not peaked around the average, and that knowledge of the whole distribution is necessary to describe this phenomenon. For this purpose, we provide an efficient method to calculate higher-order cumulants and the whole distribution.

Export citation and abstract BibTeX RIS

10.1209/0295-5075/83/30006