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Dynamics of confined Levy flights in terms of (Levy) semigroups

Statistical Mechanics 2012-05-16 v3 Mathematical Physics math.MP Probability Quantum Physics

Abstract

The master equation for a probability density function (pdf) driven by L\'{e}vy noise, if conditioned to conform with the principle of detailed balance, admits a transformation to a contractive strongly continuous semigroup dynamics. Given a priori a functional form of the semigroup potential, we address the ground-state reconstruction problem for generic L\'{e}vy-stable semigroups, for {\em all} values of the stability index μ(0,2)\mu \in (0,2). That is known to resolve an invariant pdf for confined L\'{e}vy flights (e.g. the former jump-type process). Jeopardies of the procedure are discussed, with a focus on: (i) when an invariant pdf actually is an asymptotic one, (ii) subtleties of the pdf μ\mu -dependence in the vicinity and sharply {\em at} the boundaries 0 and 2 of the stability interval, where jump-type scenarios cease to be valid.

Keywords

Cite

@article{arxiv.1106.1530,
  title  = {Dynamics of confined Levy flights in terms of (Levy) semigroups},
  author = {Piotr Garbaczewski and Vladimir Stephanovich},
  journal= {arXiv preprint arXiv:1106.1530},
  year   = {2012}
}

Comments

New title, abstract, figures, a number of text amendments