Related papers: L\'evy processes on a generalized fractal comb
The paper is devoted to the relationship between the continuous Markovian description of Levy flights developed previously and their equivalent representation in terms of discrete steps of a wandering particle, a certain generalization of…
{\bf Purpose}: To develop a geometry-governed diffusion framework that explains differential tissue response under FLASH ultra-high dose rate (UHDR) irradiation by explicitly accounting for structural heterogeneity and anomalous transport…
We consider a Hamiltonian lattice field model with two conserved quantities, energy and volume, perturbed by stochastic noise preserving the two previous quantities. It is known that this model displays anomalous diffusion of energy of…
Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…
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…
The L\'evy walk is a non-Brownian random walk model that has been found to describe anomalous dynamic phenomena in diverse fields ranging from biology over quantum physics to ecology. Recurrently occurring problems are to examine whether…
In this paper we consider two processes driven by diffusions and jumps. The jump components are Levy processes and they can both have finite activity and infinite activity. Given discrete observations we estimate the covariation between the…
For a controllable linear time-varying (LTV) pair $(\boldsymbol{A}_t,\boldsymbol{B}_t)$ and $\boldsymbol{Q}_{t}$ positive semidefinite, we derive the Markov kernel for the It\^{o} diffusion…
We investigate the scattering features of a non-Hermitian rectangular potential within the framework of space-fractional quantum mechanics. Using the Riesz fractional derivative, we analytically derive locus equations for spectral…
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…
We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…
Networks with long-range connections obeying a distance-dependent power law of sufficiently small exponent display superdiffusion, L\'evy flights and robustness properties very different from the scale-free networks. It has been proposed…
The recent realization of a "Levy glass" (a three-dimensional optical material with a Levy distribution of scattering lengths) has motivated us to analyze its one-dimensional analogue: A linear chain of barriers with independent spacings s…
We show that the anomalous diffusion equations with a fractional derivative in the Caputo or Riesz sense are strictly related to the special convolution properties of the L\'evy stable distributions which stem from the evolution properties…
Once recognizing that point particles moving inside the extended version of the rippled billiard perform L\'evy flights characterized by a L\'evy-type distribution $P(\ell)\sim \ell^{-(1+\alpha)}$ with $\alpha=1$, we derive a generalized…
If a point particle moves chaotically through a periodic array of scatterers the associated transport coefficients are typically irregular functions under variation of control parameters. For a piecewise linear two-parameter map we analyze…
We address L\'{e}vy-stable stochastic processes in bounded domains, with a focus on a discrimination between inequivalent proposals for what a boundary data-respecting fractional Laplacian (and thence the induced random process) should…
We investigate the observables of the one-dimensional model for anomalous transport in semiconductor devices where diffusion arises from scattering at dislocations at fixed random positions, known as L\'evy-Lorentz gas. To gain insight into…
The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…
Rayleigh-L\'evy flights are simplified cosmological tools which capture certain essential statistical properties of the cosmic density field, including hierarchical structures in higher-order correlations, making them a valuable reference…