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