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Related papers: Chaos and L\'evy Flights in the Three-Body Problem

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We consider the combined effects of a power law L\'{e}vy step distribution characterized by the step index $f$ and a power law waiting time distribution characterized by the time index $g$ on the long time behavior of a random walker. The…

Condensed Matter · Physics 2009-10-22 Hans C. Fogedby

We report on the emergence of scaling laws in the temporal evolution of the daily closing values of the S\&P 500 index prices and its modeling based on the L\'evy flights in two dimensions (2D). The efficacy of our proposed model is…

Statistical Finance · Quantitative Finance 2022-03-16 Hediye Yarahmadi , Abbas Ali Saberi

We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian L$\acute{\rm e}$vy flights or to more complicated stochastic processes whose…

Data Analysis, Statistics and Probability · Physics 2009-11-11 Jun-ichi Inoue , Naoya Sazuka

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

Probability · Mathematics 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

L\'evy flights and L\'evy walks serve as two paradigms of random walks resembling common features but also bearing fundamental differences. One of the main dissimilarities are discontinuity versus continuity of their trajectories and…

Statistical Mechanics · Physics 2017-05-09 Bartlomiej Dybiec , Ewa Gudowska-Nowak , Eli Barkai , Alexander A. Dubkov

We consider the 3-body problem in relativistic lineal gravity and obtain an exact expression for its Hamiltonian and equations of motion. While general-relativistic effects yield more tightly-bound orbits of higher frequency compared to…

General Relativity and Quantum Cosmology · Physics 2009-11-07 F. J. Burnell , R. B. Mann , T. Ohta

In many random search processes of interest in chemistry, biology or during rescue operations, an entity must find a specific target site before the latter becomes inactive, no longer available for reaction or lost. We present exact results…

Statistical Mechanics · Physics 2024-02-16 Denis Boyer , Gabriel Mercado-Vásquez , Satya N. Majumdar , Grégory Schehr

Stochastic resetting is a protocol of starting anew, which can be used to facilitate the escape kinetics. We demonstrate that restarting can accelerate the escape kinetics from a finite interval restricted by two absorbing boundaries also…

Statistical Mechanics · Physics 2024-04-24 Bartosz Żbik , Bartłomiej Dybiec

We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage…

Statistical Mechanics · Physics 2020-08-26 Amin Padash , Aleksei V. Chechkin , Bartłomiej Dybiec , Marcin Magdziarz , Babak Shokri , Ralf Metzler

Levy walk at the finite velocity is considered. To analyze the spatial and temporal characteristics of this process, the method of moments has been used. The asymptotic distributions of the moments (at $t\to\infty$) have been obtained for…

Astrophysics of Galaxies · Physics 2015-11-12 Viacheslav V. Saenko

We consider a particle performing a stochastic motion on a one-dimensional lattice with jump widths distributed according to a power-law with exponent $\mu + 1$. Assuming that the walker moves in the presence of a distribution $a(x)$ of…

Statistical Mechanics · Physics 2016-02-02 Luca Cattivelli , Elena Agliari , Fabio Sartori , Davide Cassi

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

Among Markovian processes, the hallmark of L\'evy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that L\'evy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that…

Statistical Mechanics · Physics 2016-02-10 Denis Boyer , Inti Pineda

We put forward a conjecture of recurrence for a gas of hard spheres that collide elastically in a finite volume. The dynamics consists of a sequence of instantaneous binary collisions. We study how the numbers of collisions of different…

Chaotic Dynamics · Physics 2015-05-27 Alexander Jonathan Vidgop , Itzhak Fouxon

After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…

Statistical Mechanics · Physics 2015-05-13 A. A. Dubkov , B. Spagnolo , V. V. Uchaikin

Collective motion is often modeled within the framework of active fluids, where the constituent active particles, when interactions with other particles are switched off, perform normal diffusion at long times. However, in biology,…

Statistical Mechanics · Physics 2020-04-02 Andrea Cairoli , Chiu Fan Lee

A biological competition model where the individuals of the same species perform a two-dimensional Markovian continuous-time random walk and undergo reproduction and death is studied. The competition is introduced through the assumption…

Biological Physics · Physics 2011-08-31 E. Heinsalu , E. Hernandez-Garcia , C. Lopez

Structures with heavy-tailed distributions of disorder occur widely in nature. The evolution of such systems, as in foraging for food or the occurrence of earthquakes is generally analyzed in terms of an incoherent series of events. But the…

Disordered Systems and Neural Networks · Physics 2021-04-13 L. A. Razo-López , Azriel Z. Genack , Victor A. Gopar

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

This paper investigates the long time dynamics of interacting particle systems subject to singular interactions. We consider a microscopic system of $N$ interacting point particles, where the time evolution of the joint distribution…

Analysis of PDEs · Mathematics 2024-12-10 Alexis Béjar-López , Alain Blaustein , Pierre-Emmanuel Jabin , Juan Soler