English

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 \e(0,1]\e\in(0,1] and a fractional index s(1/2,1)s\in(1/2,1). 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 \e\e and ss. This allows us to show uniform--in--time convergence for both \e0\e\to 0 and s1s\to1 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