Equivalent continuous and discrete realizations of Lévy flights: a model of one-dimensional motion of an inertial particle

DOI10.1016/j.physa.2013.01.061zbMath1395.60052arXiv1203.5860OpenAlexW2001708179MaRDI QIDQ1672936

I. A. Lubashevskii

Publication date: 11 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.5860

zbMATH Keywords

Lévy flightscontinuous time random walksextreme fluctuationsnonlinear Markovian processespower-law heavy tailsrandom motion trajectoriestime scaling law

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

• Unnamed Item
• On-off intermittency: power spectrum and fractal properties of time series
• Continuous Markovian model for Lévy random walks with superdiffusive and superballistic regimes
• Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
• Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises
• Lévy Flights in Inhomogeneous Media
• Random Walks on Lattices. II
• Maximum likelihood estimators for generalized Cauchy processes
• First passage and arrival time densities for Lévy flights and the failure of the method of images
• Physics of Stochastic Processes
• Lévy flights: transitions and meta-stability
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• Properties of Lévy flights on an interval with absorbing boundaries
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Truncated Lévy flights and generalized Cauchy processes