Limit theorems for L\'evy walks in $d$ dimensions: rare and bulk fluctuations
Abstract
We consider super-diffusive L\'evy walks in dimensions when the duration of a single step, i.e., a ballistic motion performed by a walker, is governed by a power-law tailed distribution of infinite variance and finite mean. We demonstrate that the probability density function (PDF) of the coordinate of the random walker has two different scaling limits at large times. One limit describes the bulk of the PDF. It is the dimensional generalization of the one-dimensional L\'evy distribution and is the counterpart of central limit theorem (CLT) for random walks with finite dispersion. In contrast with the one-dimensional L\'evy distribution and the CLT this distribution does not have universal shape. The PDF reflects anisotropy of the single-step statistics however large the time is. The other scaling limit, the so-called 'infinite density', describes the tail of the PDF which determines second (dispersion) and higher moments of the PDF. This limit repeats the angular structure of PDF of velocity in one step. Typical realization of the walk consists of anomalous diffusive motion (described by anisotropic dimensional L\'evy distribution) intermitted by long ballistic flights (described by infinite density). The long flights are rare but due to them the coordinate increases so much that their contribution determines the dispersion. We illustrate the concept by considering two types of L\'evy walks, with isotropic and anisotropic distributions of velocities. Furthermore, we show that for isotropic but otherwise arbitrary velocity distribution the dimensional process can be reduced to one-dimensional L\'evy walk.
Keywords
Cite
@article{arxiv.1701.01957,
title = {Limit theorems for L\'evy walks in $d$ dimensions: rare and bulk fluctuations},
author = {Itzhak Fouxon and Sergey Denisov and Vasily Zaburdaev and Eli Barkai},
journal= {arXiv preprint arXiv:1701.01957},
year = {2017}
}