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)