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Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…

Statistical Mechanics · Physics 2015-06-11 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

We study the ballistic L\'evy walk stemming from an infinite mean traveling time between collision events. Our study focuses on the density of spreading particles all starting from a common origin, which is limited by a `light' cone $-v_0…

Statistical Mechanics · Physics 2020-11-18 Wanli Wang , Marc Höll , Eli Barkai

We review some of the theory relevant to passage times of one-dimensional L\'evy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled by heavy-tailed L\'evy flights. The process is…

Probability · Mathematics 2015-04-27 Ross A. Maller , Yuguang Fan

We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by strictly stable Levy-processes with stability index bigger than one. The limit process turns out to be a strictly stable Levy process…

Probability · Mathematics 2011-11-09 Brice Franke

Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…

Statistical Mechanics · Physics 2015-06-19 D. Boyer , J. C. R. Romo-Cruz

A continuous time random walk (CTRW) model with waiting times following the Levy-stable distribution with exponential cut-off in equilibrium is a simple theoretical model giving rise to normal, yet non-Gaussian diffusion. The distribution…

Data Analysis, Statistics and Probability · Physics 2017-05-31 S. M. J. Khadem , I. M. Sokolov

We consider correlated L\'evy walks on a class of two- and three-dimensional deterministic self-similar structures, with correlation between steps induced by the geometrical distribution of regions, featuring different diffusion properties.…

Statistical Mechanics · Physics 2015-03-19 Pierfrancesco Buonsante , Raffaella Burioni , Alessandro Vezzani

Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement $\overline{\delta^2}$ of individual particles remains a random variable while indicating that the particle…

Statistical Mechanics · Physics 2009-11-13 Y. He , S. Burov , R. Metzler , E. Barkai

This article extends a strong averaging principle for L\'evy diffusions which live on the leaves of a foliated manifold subject to small transversal L\'evy type perturbation to the case of non-compact leaves. The main result states that the…

Dynamical Systems · Mathematics 2018-04-11 Paulo-Henrique da Costa , Michael A. Högele , Paulo R. Ruffino

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

Statistical Mechanics · Physics 2020-10-07 L. Lugosi , T. Kovács

We study a two-dimensional diffusive motion of a tracer particle in restricted, crowded anisotropic geometries. The underlying medium is the same as in our previous work [J. Chem. Phys. 140, 044706 (2014)] in which standard, gaussian…

Chemical Physics · Physics 2020-03-17 Michał Cieśla , Bartłomiej Dybiec , Ewa Gudowska-Nowak , Igor Sokolov

A L\'evy random medium, in a given space, is a random point process where the distances between points, a.k.a. targets, are long-tailed. Random walks visiting the targets of a L\'evy random medium have been used to model many (physical,…

Probability · Mathematics 2022-08-19 Marco Lenci

The {\alpha}-stable L\'evy process, commonly used to describe L\'evy flight, is characterized by discontinuous jumps and is widely used to model anomalous transport phenomena. In this study, we investigate the associated exit problem and…

Numerical Analysis · Mathematics 2026-01-16 Minglei Yang , Diego del-Castillo-Negrete , Guannan Zhang

Phase diagram based on the mean square displacement (MSD) and the distribution of diffusion coefficients of the time-averaged MSD for the stored-energy-driven L\'evy flight (SEDLF) is presented. In the SEDLF, a random walker cannot move…

Statistical Mechanics · Physics 2015-06-22 Takuma Akimoto , Tomoshige Miyaguchi

Exact results for the first passage time and leapover statistics of symmetric and one-sided Levy flights (LFs) are derived. LFs with stable index alpha are shown to have leapover lengths, that are asymptotically power-law distributed with…

Statistical Mechanics · Physics 2009-11-13 Tal Koren , Michael A. Lomholt , Aleksei V. Chechkin , Joseph Klafter , Ralf Metzler

We consider the motion of an overdamped particle in a periodic potential lacking spatial symmetry under the influence of symmetric L\'evy noise, being a minimal setup for a ``L\'evy ratchet.'' Due to the non-thermal character of the L\'evy…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

The movement of organisms and cells can be governed by occasional long distance runs, according to an approximate L\'evy walk. For T cells migrating through chronically-infected brain tissue, runs are further interrupted by long pauses, and…

Biological Physics · Physics 2020-03-06 Gissell Estrada-Rodriguez , Heiko Gimperlein , Kevin J. Painter , Jakub Stocek

Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…

Soft Condensed Matter · Physics 2014-09-23 P. Massignan , C. Manzo , J. A. Torreno-Pina , M. F. García-Parajo , M. Lewenstein , G. J. Lapeyre

The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…

Probability · Mathematics 2014-08-11 M. Magdziarz , H. P. Scheffler , P. Straka , P. Zebrowski

We consider diffusive motion of a particle performing a random walk with L\'evy distributed jump lengths and subject to resetting mechanism bringing the walker to an initial position at uniformly distributed times. In the limit of infinite…

Statistical Mechanics · Physics 2015-11-25 Lukasz Kusmierz , Ewa Gudowska-Nowak