Limit properties of Lévy walks

DOI10.1088/1751-8121/ABC43CMaRDI QIDQ5872014zbMATH OpenOpenAlexFDO

Authors Marcin Magdziarz, Tomasz Zorawik

Publication date 26 January 2023

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1088/1751-8121/abc43c

zbMATH Keywords

asymptotic propertiesmartingalevariationpotential measureLévy walk

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Quantum theory (81-XX)

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• Langevin picture of Lévy walks and their extensions
• Limit theorems and governing equations for Lévy walks
• Limit theorems for coupled continuous time random walks.
• Method of calculating densities for isotropic ballistic Lévy walks
• On the Skorokhod topology
• Random walks with infinite spatial and temporal moments
• Semi-Markov approach to continuous time random walk limit processes
• Statistics of the occupation time of renewal processes
• Stochastic models for fractional calculus
• Superdiffusion in the periodic Lorentz gas
• Superdiffusion of energy in a chain of harmonic oscillators with noise

Cited in

(9)

• Variable step random walks and self-similar distributions
• Method of calculating densities for isotropic ballistic Lévy walks
• Limit theorems and governing equations for Lévy walks
• Preface: characterisation of physical processes from anomalous diffusion data
• Langevin picture of Lévy walks and their extensions
• Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
• Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation
• Bayesian inference of Lévy walks via hidden Markov models
• Multidimensional Lévy walk and its scaling limits

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