Time Asymptotics and Scaling Limits for a Nonlocal Fokker-Planck Equation with Heavy-Tailed Kernel
Analysis of PDEs
2026-02-03 v1 Probability
Abstract
We investigate the asymptotic behaviour of solutions of a class of nonlocal Fokker--Planck equations defined by nonsingular, heavy-tailed convolution kernels and characterised by a scaling parameter and a fractional index . By employing a suitable version of the generalised central limit for heavy-tailed distributions and the use of Harris's theorem, we prove exponential convergence to the equilibrium with a rate that is independent of both and . This allows us to show uniform--in--time convergence for both and recovering the limiting equations.
Keywords
Cite
@article{arxiv.2602.00375,
title = {Time Asymptotics and Scaling Limits for a Nonlocal Fokker-Planck Equation with Heavy-Tailed Kernel},
author = {Niccolò Tassi},
journal= {arXiv preprint arXiv:2602.00375},
year = {2026}
}
Comments
35 pages, 1 figure