From the long jump random walk to the fractional Laplacian

Enrico Valdinoci

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arXiv · 0901.3261

From the long jump random walk to the fractional Laplacian

Enrico Valdinoci

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Abstract

This note illustrates how a simple random walk with possibly long jumps is related to fractional powers of the Laplace operator. The exposition is elementary and self-contained.

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Enrico Valdinoci. 2009-01-21. From the long jump random walk to the fractional Laplacian. https://arxiv.org/abs/0901.3261

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