Power-law random walks

Abstract

We present some new results about the distribution of a random walk whose independent steps follow a $q-$Gaussian distribution with exponent $\frac{1}{1-q};q\in \mathbb{R}$. In the case $q>1$ we show that a stochastic representation of the point reached after $n$ steps of the walk can be expressed explicitly for all $n$. In the case $q<1,$ we show that the random walk can be interpreted as a projection of an isotropic random walk, i.e. a random walk with fixed length steps and uniformly distributed directions.

5 pages, 4 figures

References in corpus (1)

• Asymptotics of superstatistics

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