Mosetti, Giancarlo; Jug, Giancarlo; Scalas, Enrico - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 1, pp. 233-238
It has been shown by Reed that random-sampling a Wiener process x(t) at times T chosen out of an exponential distribution gives rise to power laws in the distribution P(x(T))∼x(T)-β. We show, both theoretically and numerically, that this power-law behaviour also follows by random-sampling...