English

Levy flights and Levy -Schroedinger semigroups

Statistical Mechanics 2015-05-13 v3 Mathematical Physics math.MP Probability

Abstract

We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger semigroups which induce so-called topological Levy processes (Levy flights with locally modified jump rates in the master equation). Given a stationary probability function (pdf) associated with the Langevin-based fractional Fokker-Planck equation, we demonstrate that generically there exists a topological L\'{e}vy process with the very same invariant pdf and in the reverse.

Cite

@article{arxiv.0902.3536,
  title  = {Levy flights and Levy -Schroedinger semigroups},
  author = {Piotr Garbaczewski},
  journal= {arXiv preprint arXiv:0902.3536},
  year   = {2015}
}

Comments

To appear in Cent. Eur. J. Phys. (2010)

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