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Related papers: Langevin equations for continuous time L\'{e}vy fl…

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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…

Biological Physics · Physics 2021-07-13 Seongyu Park , Samudrajit Thapa , Yeongjin Kim , Michael A. Lomholt , Jae-Hyung Jeon

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

Statistical Mechanics · Physics 2026-05-25 Henrique S. Lima , Evaldo M. F. Curado

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

We study Markovian continuous-time random walk models for L\'evy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal to zero in…

Statistical Mechanics · Physics 2021-03-15 Gianni Pagnini , Silvia Vitali

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

In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…

Condensed Matter · Physics 2007-05-23 J. Bonet Avalos , I. Pagonabarraga

The standard Levy walk is performed by a particle that moves ballistically between randomly occurring collisions, when the intercollision time is a random variable governed by a power-law distribution. During instantaneous collision events…

Statistical Mechanics · Physics 2012-04-03 S. Denisov , V. Zaburdaev , P. Hanggi

The typical values and fluctuations of time-integrated observables of nonequilibrium processes driven in steady states are known to be characterized by large deviation functions, generalizing the entropy and free energy to nonequilibrium…

Statistical Mechanics · Physics 2020-08-04 Daniel Nickelsen , Hugo Touchette

We study the long time asymptotics of probability density functions (pdfs) of L\'{e}vy flights in different confining potentials. For that we use two models: Langevin - driven and (L\'{e}vy - Schr\"odinger) semigroup - driven dynamics. It…

Statistical Mechanics · Physics 2015-05-13 Piotr Garbaczewski , Vladimir Stephanovich

We argue that chaotic power-law interacting systems have emergent limits on information propagation, analogous to relativistic light cones, which depend on the spatial dimension $d$ and the exponent $\alpha$ governing the decay of…

Statistical Mechanics · Physics 2020-07-07 Tianci Zhou , Shenglong Xu , Xiao Chen , Andrew Guo , Brian Swingle

We present a heuristic derivation of the first passage time exponent for the integral of a random walk [Y. G. Sinai, Theor. Math. Phys. {\bf 90}, 219 (1992)]. Building on this derivation, we construct an estimation scheme to understand the…

Statistical Mechanics · Physics 2009-11-07 J. M. Schwarz , Ron Maimon

Levy flights and subdiffusive processes and their properties are discussed. We derive the space- and time-fractional transport equations, and consider their solutions in external potentials. An extensive list of references is included.

Statistical Mechanics · Physics 2007-06-26 Ralf Metzler , Aleksei V. Chechkin , Joseph Klafter

We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…

Statistical Mechanics · Physics 2015-06-11 M. Zaba , P. Garbaczewski , V. Stephanovich

We study the quantum walk subjected to measurements with a L\'evy waiting-time distribution. We find that the system has a sub-ballistic behavior instead of a diffusive one. We obtain an analytical expression for the exponent of the power…

Quantum Physics · Physics 2009-11-13 Alejandro Romanelli

We consider a one dimensional asymmetric random walk whose jumps are identical, independent and drawn from a distribution \phi(\eta) displaying asymmetric power law tails (i.e. \phi(\eta) \sim c/\eta^{\alpha +1} for large positive jumps and…

Statistical Mechanics · Physics 2014-02-24 Clélia de Mulatier , Alberto Rosso , Gregory Schehr

We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…

Statistical Mechanics · Physics 2007-09-02 H. Touchette , E. G. D. Cohen

In classical diffusion, particle step-sizes have a Gaussian distribution. However, in superdiffusion, they have power-law tails, with transport dominated by rare, long L\'evy flights. Similarly, if the time interval between scattering…

High Energy Astrophysical Phenomena · Physics 2025-10-08 Naixin Liang , Siang Peng Oh

We investigate the impact of external periodic potentials on superdiffusive random walks known as Levy flights and show that even strongly superdiffusive transport is substantially affected by the external field. Unlike ordinary random…

Statistical Mechanics · Physics 2009-11-07 D. Brockmann , T. Geisel

We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to power law probability density functions. We prove the…

Statistical Mechanics · Physics 2021-02-10 Vicenç Méndez , Axel Masó-Puigdellosas , Trifce Sandev , Daniel Campos

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