d -dimensional Lévy flights: Exact and asymptotic

DOI10.1063/1.1500423MaRDI QIDQ4832784zbMATH OpenOpenAlexFDO

Authors Timothy M. Garoni, N. E. Frankel

Publication date 14 December 2004

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.1500423

Mathematics Subject Classification ID

Applications of hypergeometric functions (33C90) Infinitely divisible distributions; stable distributions (60E07) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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Cited in

(10)

• Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
• Lévy flights in confining environments: random paths and their statistics
• Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
• Method of calculating densities for isotropic ballistic Lévy walks
• Limit theorems for Lévy flights on a 1D Lévy random medium
• Asymptotic winding angle distribution for two-dimensional Levy flights
• ON THE UBIQUITY OF THE LÉVY INTEGRAL — ITS RELATIONSHIP WITH THE GENERALIZED EULER-JACOBI SERIES AND THEIR ASYMPTOTICS BEYOND ALL ORDERS
• Lévy flights: Exact results and asymptotics beyond all orders
• Smoluchowski flux and lamb-lion problems for random walks and Lévy flights with a constant drift
• Properties of Lévy flights on an interval with absorbing boundaries

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