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- W2105113815 abstract "We establish an exact formula relating the survival probability for certain Levy flights (viz. asymmetric $alpha$-stable processes where $alpha = 1/2$) with the survival probability for the order statistics of the running maxima of two independent Brownian particles. This formula allows us to show that the persistence exponent $delta$ in the latter, non Markovian case is simply related to the persistence exponent $theta$ in the former, Markovian case via: $delta=theta/2$. Thus, our formula reveals a link between two recently explored families of anomalous exponents: one exhibiting continuous deviations from Sparre-Andersen universality in a Markovian context, and one describing the slow kinetics of the non Markovian process corresponding to the difference between two independent Brownian maxima." @default.
- W2105113815 created "2016-06-24" @default.
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- W2105113815 date "2014-12-23" @default.
- W2105113815 modified "2023-09-24" @default.
- W2105113815 title "A bijection between Markovian and non-Markovian persistence exponents" @default.
- W2105113815 hasPublicationYear "2014" @default.
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