English

Langevin equations for continuous time L\'{e}vy flights

Condensed Matter 2009-10-22 v1

Abstract

We consider the combined effects of a power law L\'{e}vy step distribution characterized by the step index ff and a power law waiting time distribution characterized by the time index gg on the long time behavior of a random walker. The main point of our analysis is a formulation in terms of coupled Langevin equations which allows in a natural way for the inclusion of external force fields. In the anomalous case for f<2f<2 and g<1g<1 the dynamic exponent zz locks onto the ratio f/gf/g. Drawing on recent results on L\'{e}vy flights in the presence of a random force field we also find that this result is {\em independent} of the presence of weak quenched disorder. For dd below the critical dimension dc=2f2d_c=2f-2 the disorder is {\em relevant}, corresponding to a non trivial fixed point for the force correlation function.

Keywords

Cite

@article{arxiv.cond-mat/9402042,
  title  = {Langevin equations for continuous time L\'{e}vy flights},
  author = {Hans C. Fogedby},
  journal= {arXiv preprint arXiv:cond-mat/9402042},
  year   = {2009}
}

Comments

10 pages, Latex, IFA Report No. 94/10