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Related papers: Slow L\'evy flights

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We consider super-diffusive L\'evy walks in $d \geqslant 2$ 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.…

Statistical Mechanics · Physics 2017-04-05 Itzhak Fouxon , Sergey Denisov , Vasily Zaburdaev , Eli Barkai

We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…

Probability · Mathematics 2009-11-04 Piotr Milos

In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…

Probability · Mathematics 2022-12-14 Nafy Ngom , Aladji Babacar Niang , Soumaila Dembele , Gane Samb Lo

This paper is devoted to a statistical analysis of the fluctuations of velocity and acceleration produced by a random distribution of point vortices in two-dimensional turbulence. We show that the velocity probability density function…

Statistical Mechanics · Physics 2009-10-31 Pierre-Henri Chavanis , Clément Sire

We present theoretical and experimental results of L\'evy flights of light originating from a random walk of photons in a hot atomic vapor. In contrast to systems with quenched disorder, this system does not present any correlations between…

We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…

Statistical Mechanics · Physics 2017-10-24 Piotr Garbaczewski

In this work, we investigate positive recurrent L\'evy diffusions driven by appropriately scaled Brownian motion and $\alpha$-stable process (with $1<\alpha<2$) in the small noise regime. Supposing that in the vanishing noise limit, our…

Probability · Mathematics 2026-03-11 Sumith Reddy Anugu , Siva R. Athreya , Vivek S. Borkar

We consider two stochastic processes, the Gribov process and the general epidemic process, that describe the spreading of an infectious disease. In contrast to the usually assumed case of short-range infections that lead, at the critical…

Statistical Mechanics · Physics 2009-10-31 H. K. Janssen , K. Oerding , F. van Wijland , H. J. Hilhorst

We consider a supercritical branching L\'evy process on the real line. Under mild moment assumptions on the number of offspring and their displacements, we prove a second-order limit theorem on the empirical mean position.

Probability · Mathematics 2020-11-25 David Cheek , Seva Shneer

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

The characteristic (Laplace or L\'evy) exponents uniquely characterize infinitely divisible probability distributions. Although of purely mathematical origin they appear to be uniquely associated with the memory functions present in…

Statistical Mechanics · Physics 2021-09-16 K. Górska , A. Horzela , T. K. Pogány

Multiple scattering of light by resonant vapor is characterized by Levy-type superdiffusion with a step size distribution $P(x) \propto 1/x^{1+{\alpha}}$, with $0 < {\alpha} < 2$. The Levy parameter ${\alpha}$ was measured from $P(x)$,…

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

Bacterial swarms display intriguing dynamical states like active turbulence. Using a hydrodynamic model we now show that such dense active suspensions manifest super-diffusion, via L\'evy walks, which masquerades as a crossover from…

Soft Condensed Matter · Physics 2021-09-15 Siddhartha Mukherjee , Rahul K. Singh , Martin James , Samriddhi Sankar Ray

Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…

Probability · Mathematics 2015-03-24 Xiequan Fan , Jacques Lévy Véhel

We consider a Levy flyer of order alpha that starts from a point x0 on an interval [O,L] with absorbing boundaries. We find a closed-form expression for the average number of flights the flyer takes and the total length of the flights it…

Soft Condensed Matter · Physics 2009-10-31 S. V. Buldyrev , S. Havlin , A. Ya. Kazakov , M. G. E. da Luz , E. P. Raposo , H. E. Stanley , G. M. Viswanathan

We investigate the non-Langevin relative of the L\'{e}vy-driven Langevin random system, under an assumption that both systems share a common (asymptotic, stationary, steady-state) target pdf. The relaxation to equilibrium in the fractional…

Statistical Mechanics · Physics 2020-10-22 P. Garbaczewski , M. Zaba

L\'evy noise influences diverse non-equilibrium systems across scales, including quantum devices, active biological matter, and financial markets. While such noise is pervasive, its overall impact on activated transitions between metastable…

Statistical Mechanics · Physics 2025-11-25 Shenglan Yuan

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

Probability · Mathematics 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène

We obtain a new fluctuation identity for a general L\'{e}vy process giving a quintuple law describing the time of first passage, the time of the last maximum before first passage, the overshoot, the undershoot and the undershoot of the last…

Probability · Mathematics 2007-05-23 R. A. Doney , A. E. Kyprianou
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