Lévy noise, Lévy flights, Lévy fluctuations

DOI10.1088/0305-4470/32/33/301zbMATH Open0961.82013OpenAlexW2313998675MaRDI QIDQ4947736FDOQ4947736

Authors: Manuel O. Cáceres 

Publication date: 25 April 2000

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/32/33/301

Recommendations

• Lévy flights in inhomogeneous environments and \(1 / f\) noise
• Characteristic function for the stationary state of a one-dimensional dynamical system with Lévy noise
• Langevin approach to Lévy flights in fixed potentials: exact results for stationary probability distributions
• Lévy noise with memory
• LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (17)

• Lévy flights in inhomogeneous environments and \(1 / f\) noise
• Langevin approach to Lévy flights in fixed potentials: exact results for stationary probability distributions
• One-dimensional space-discrete transport subject to Lévy perturbations
• Lévy noise with memory
• Interacting particle systems in time-dependent geometries
• Stochastic diffusion and stable noise-induced phenomena
• Exact results on Poisson noise, Poisson flights, and Poisson fluctuations
• LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION
• Stochastic versus dynamic approach to Lévy statistics in the presence of an external perturbation
• Characteristic function for the stationary state of a one-dimensional dynamical system with Lévy noise
• Ornstein-Uhlenbeck-Cauchy process.
• Equivalent continuous and discrete realizations of Lévy flights: a model of one-dimensional motion of an inertial particle
• Trajectory statistics of confined Lévy flights and Boltzmann-type equilibria
• Correlated Lévy noise in linear dynamical systems
• Lévy stable noise-induced transitions: stochastic resonance, resonant activation and dynamic hysteresis
• Analogies between colored Lévy noise and random channel approach to disordered kinetics
• Dynamical systems that produce that Lévy flights

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