Natural cutoff in Lévy flights caused by dissipative nonlinearity.
نویسندگان
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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ورودعنوان ژورنال:
- Physical review. E, Statistical, nonlinear, and soft matter physics
دوره 72 1 Pt 1 شماره
صفحات -
تاریخ انتشار 2005