Limit properties of Lévy walks

DOI10.1088/1751-8121/ABC43COpenAlexW3094172690MaRDI QIDQ5872014FDOQ5872014

Tomasz Zorawik, Marcin Magdziarz

Publication date: 26 January 2023

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

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

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zbMATH Keywords

asymptotic propertiesmartingalevariationpotential measureLévy walk

Mathematics Subject Classification ID

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

Cites Work

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• Semi-Markov approach to continuous time random walk limit processes
• Langevin picture of Lévy walks and their extensions
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• Asymptotic properties and numerical simulation of multidimensional Lévy walks
• Densities of scaling limits of coupled continuous time random walks
• Method of calculating densities for isotropic ballistic Lévy walks

Cited In (4)

• Variable step random walks and self-similar distributions
• Preface: characterisation of physical processes from anomalous diffusion data
• Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation
• Bayesian inference of Lévy walks via hidden Markov models

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