The spectrum of the fractional Laplacian and First-Passage Time statistics
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.
- Publication:
-
EPL (Europhysics Letters)
- Pub Date:
- August 2008
- DOI:
- 10.1209/0295-5075/83/30006
- arXiv:
- arXiv:0802.1166
- Bibcode:
- 2008EL.....8330006K
- Keywords:
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- Condensed Matter - Statistical Mechanics;
- Condensed Matter - Disordered Systems and Neural Networks;
- Condensed Matter - Soft Condensed Matter
- E-Print:
- 10 pages, 6 figures