Multidimensional Lévy walk and its scaling limits (Q2920340)

The asymptotic behavior of Lewy walks (LWs) is investigated. By introducing heavy-tailed jumps and strong dependence between jumps and corresponding waiting times, the authors arrive at the class of Lewy walks. In the standard LW scheme, the length of the waiting time is equal to the length of the corresponding jump, which results in constant velocity and finite mean-square displacement of the walker.NEWLINENEWLINE According to the authors, the main result is the derivation of the scaling limit of a multidimensional LW. It is found that the limiting process is a subordinated process, for which the parent process and the subordinator are strongly dependent. This property originates from the dependence between waiting times and jumps in the underlying LW. The main result is further applied to introduce the system of Langevin equations describing LW dynamics. The derived explicit formulas for continuous-time limits of multidimensional LWs give an insight into the internal structure of the trajectories of the process and allow to analyze their properties.