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Local time of Levy random walks: a path integral approach (1702.02488v2)

Published 8 Feb 2017 in math-ph and math.MP

Abstract: Local time of a stochastic process quantifies the amount of time that sample trajectories $x(\tau)$ spend in the vicinity of an arbitrary point $x$. For a generic Hamiltonian, we employ the phase-space path-integral representation of random walk transition probabilities in order to quantify the properties of the local time. For time-independent systems, the resolvent of the Hamiltonian operator proves to be a central tool for this purpose. In particular, we focus on local times of Levy random walks (or Levy flights), which correspond to fractional diffusion equations.

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