Related papers: Cooling gases with Levy flights: using the general…
The velocity distribution of a classical gas of atoms in thermal equilibrium is the normal Maxwell distribution. It is well known that for sub-recoiled laser cooled atoms L\'evy statistics and deviations from usual ergodic behaviour come…
Let L(t) be a Levy flights process with a stability index \alpha\in(0,2), and U be an external multi-well potential. A jump-diffusion Z satisfying a stochastic differential equation dZ(t)=-U'(Z(t-))dt+\sigma(t)dL(t) describes an evolution…
Intriguing phenomena such as subrecoil laser cooling of atoms, or aging phenomenon in glasses, have in common that the systems considered do not reach a steady-state during the experiments, although the experimental time scales are very…
Levy flights are random walks in which the probability distribution of the step sizes is fat-tailed. Levy spatial diffusion has been observed for a collection of ultra-cold Rb atoms and single Mg+ ions in an optical lattice. Using the…
We consider point particle that collides with a periodic array of hard-core elastic scatterers where the length of the free flights is unbounded (the infinite-horizon Lorentz gas, LG). The Bleher central limit theorem (CLT) states that the…
The diffusion of a walk in the presence of traps is investigated. Different diffusion regimes are obtained considering the magnitude of the fluctuations in waiting times and jump distances. A constant velocity during the jump motion is…
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…
L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
Truncated L\'{e}vy flights are random walks in which the arbitrarily large steps of a L\'{e}vy flight are eliminated. Since this makes the variance finite, the central limit theorem applies, and as time increases the probability…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…
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…
A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for…
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…
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…
We introduce the quantum Levy walk to study transport and decoherence in a quantum random model. We have derived from second order perturbation theory the quantum master equation for a \textit{Levy-like particle}that moves along a lattice…
The generalized correlation approach, which has been successfully used in statistical radio physics to describe non-Gaussian random processes, is proposed to describe stochastic financial processes. The generalized correlation approach has…
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…
This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…
Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…