{ "id": "1704.05940", "version": "v1", "published": "2017-04-19T21:46:22.000Z", "updated": "2017-04-19T21:46:22.000Z", "title": "Survival Probability of Random Walks and Lévy Flights on a Semi-Infinite Line", "authors": [ "Satya N. Majumdar", "Philippe Mounaix", "Gregory Schehr" ], "comment": "20 pages, 3 figures", "categories": [ "cond-mat.stat-mech" ], "abstract": "We consider a one-dimensional random walk (RW) with a continuous and symmetric jump distribution, $f(\\eta)$, characterized by a L\\'evy index $\\mu \\in (0,2]$, which includes standard random walks ($\\mu=2$) and L\\'evy flights ($0<\\mu<2$). We study the survival probability, $q(x_0,n)$, representing the probability that the RW stays non-negative up to step $n$, starting initially at $x_0 \\geq 0$. Our main focus is on the $x_0$-dependence of $q(x_0,n)$ for large $n$. We show that $q(x_0,n)$ displays two distinct regimes as $x_0$ varies: (i) for $x_0= O(1)$ (\"quantum regime\"), the discreteness of the jump process significantly alters the standard scaling behavior of $q(x_0,n)$ and (ii) for $x_0 = O(n^{1/\\mu})$ (\"classical regime\") the discrete-time nature of the process is irrelevant and one recovers the standard scaling behavior (for $\\mu =2$ this corresponds to the standard Brownian scaling limit). The purpose of this paper is to study how precisely the crossover in $q(x_0,n)$ occurs between the quantum and the classical regime as one increases $x_0$.", "revisions": [ { "version": "v1", "updated": "2017-04-19T21:46:22.000Z" } ], "analyses": { "keywords": [ "survival probability", "lévy flights", "semi-infinite line", "standard scaling behavior", "symmetric jump distribution" ], "note": { "typesetting": "TeX", "pages": 20, "language": "en", "license": "arXiv", "status": "editable" } } }