Universality, Levy flight processes

Figure 15. Numerical results for the first process time density process on the semi-infinite domain, for an Levy flight with Levy index a = 1.2. Note abscissa, is tp(t). For all initial conditions. to = 0.10 1.00, 10.0, and 100.0 the universal slope —3/2 in the log10-log10 plot is clearly reproduced, and it is significantly different from the two slopes predicted by the method of images and the direct definition of the first process time density.

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