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Universality of escape from a half-space for symmetrical random walks

  • Part 4: Lévy Flights and Statistical Mechanics
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Lévy Flights and Related Topics in Physics

Part of the book series: Lecture Notes in Physics ((LNP,volume 450))

Abstract

A new proof is given that a one-dimensional random walk starting from the origin, with independent steps having an even p.d.f. K(x), has a probability p n , of never visiting the negative half-space for the n first steps, which is universal, i.e. independent of K(x).

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References

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Authors and Affiliations

  1. C.N.R.S., Observatoire de Nice, B.P. 229, 06304, Nice Cedex 4, France

    Uriel Frisch & Hélène Frisch

Authors
  1. Uriel Frisch
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  2. Hélène Frisch
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Editor information

Micheal F. Shlesinger George M. Zaslavsky Uriel Frisch

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© 1995 Springer-Verlag

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Frisch, U., Frisch, H. (1995). Universality of escape from a half-space for symmetrical random walks. In: Shlesinger, M.F., Zaslavsky, G.M., Frisch, U. (eds) Lévy Flights and Related Topics in Physics. Lecture Notes in Physics, vol 450. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-59222-9_39

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  • DOI: https://doi.org/10.1007/3-540-59222-9_39

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-59222-8

  • Online ISBN: 978-3-540-49225-2

  • eBook Packages: Springer Book Archive

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