Langevin Picture of Lévy Walks and Their Extensions
Langevin Picture of Lévy Walks and Their Extensions
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Boston: Springer US
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English
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Boston: Springer US
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In this paper we derive Langevin picture of Lévy walks. Applying recent advances in the theory of coupled continuous time random walks we find a limiting process of the properly scaled Lévy walk. Next, we introduce extensions of Levy walks, in which jump sizes are some functions of waiting times. We prove that under proper scaling conditions, such...
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Langevin Picture of Lévy Walks and Their Extensions
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TN_cdi_gale_infotracacademiconefile_A358427691
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_gale_infotracacademiconefile_A358427691
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ISSN
0022-4715
E-ISSN
1572-9613
DOI
10.1007/s10955-012-0465-2
