Natural cutoff in Lévy flights caused by dissipative nonlinearity.

نویسندگان

  • Aleksei V Chechkin
  • Vsevolod Yu Gonchar
  • Joseph Klafter
  • Ralf Metzler
چکیده

Lévy flight models are often used to describe stochastic processes in complex systems. However, due to the occurrence of diverging position and/or velocity fluctuations Lévy flights are physically problematic if describing the dynamics of a particle of finite mass. Here we show that the velocity distribution of a random walker subject to Lévy noise can be regularized by nonlinear friction, leading to a natural cutoff in the velocity distribution and finite velocity variance.

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عنوان ژورنال:
  • Physical review. E, Statistical, nonlinear, and soft matter physics

دوره 72 1 Pt 1  شماره 

صفحات  -

تاریخ انتشار 2005