Related papers: Levy statistical fluctuations from a Random Amplif…
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…
Radio waves propagating from distant pulsars in the interstellar medium (ISM), are refracted by electron density inhomogeneities, so that the intensity of observed pulses fluctuates with time. The theory relating the observed pulse…
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…
This paper studies the asymptotic behavior of the Fisher information for a Levy process discretely sampled at an increasing frequency. We show that it is possible to distinguish not only the continuous part of the process from its jumps…
We investigate front propagation in a reacting particle system in which particles perform scale-free random walks known as Levy flights. The system is described by a fractional generalization of a reaction-diffusion equation. We focus on…
Numerical evidence of directed transport driven by symmetric Levy noise in time-independent ratchet potentials in the absence of an external tilting force is presented. The results are based on the numerical solution of the fractional…
We examine the general question of statistical changes experienced by ensembles of nonlinear random waves propagating in systems ruled by integrable equations. In our study that enters within the framework of integrable turbulence, we…
The Levy-flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus, this processes is a kind of continuous-time random walks (CTRW),…
The absorption of acoustic wave propagation in a broad variety of lossy media is characterized by an empirical power law function of frequency, w^y. It has long been noted that exponent y ranges from 0 to 2 for diverse media. Recently, the…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
We investigate multiple scattering of near-resonant light in a Doppler-broadened atomic vapor. We experimentally characterize the length distribution of the steps between successive scattering events. The obtained power law is…
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…
We experimentally investigate the transmission of light by dense atomic vapor. The light propagating in dense atomic vapor can be modeled as a L\'evy flight random walk. For such system, the step-length distribution can be modeled as…
Additive symmetric L\'evy noise can induce directed transport of overdamped particles in a static asymmetric potential. We study, numerically and analytically, the effect of an additional dichotomous random flashing in such L\'evy ratchet…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
Simulations of vortex tube dynamics reveal that the non-Gaussian nature of turbulent fluctuation originates in the effect of random advection. A similar non-Gaussian distribution is found numerically in a simplified statistical model of…
Heavy-tailed fluctuations and power law statistics pervade physics, finance, and economics, yet their origin is often ascribed to systems poised near criticality. Here we show that such behavior can emerge far from instability through a…
A discrete stochastic process involving random amplification with additive noise is studied analytically. If the non-negative random amplification factor $b$ is such that $<b^{\beta}>=1$ where $\beta$ is any positive non-integer, then the…
Random walk simulation of the Levy flight shows a linear relation between the mean square displacement <r2> and time. We have analyzed different aspects of this linearity. It is shown that the restriction of jump length to a maximum value…
Extreme scattering events (ESEs) are distinctive fluctuations in the brightness of astronomical radio sources caused by occulting plasma lenses in the interstellar medium. The inferred plasma pressures of the lenses are $\sim 10^3$ times…