Langevin equations for continuous time L\'{e}vy flights
摘要
We consider the combined effects of a power law L\'{e}vy step distribution characterized by the step index and a power law waiting time distribution characterized by the time index on the long time behavior of a random walker. The main point of our analysis is a formulation in terms of coupled Langevin equations which allows in a natural way for the inclusion of external force fields. In the anomalous case for and the dynamic exponent locks onto the ratio . Drawing on recent results on L\'{e}vy flights in the presence of a random force field we also find that this result is {\em independent} of the presence of weak quenched disorder. For below the critical dimension the disorder is {\em relevant}, corresponding to a non trivial fixed point for the force correlation function.
引用
@article{arxiv.cond-mat/9402042,
title = {Langevin equations for continuous time L\'{e}vy flights},
author = {Hans C. Fogedby},
journal= {arXiv preprint arXiv:cond-mat/9402042},
year = {2009}
}
备注
10 pages, Latex, IFA Report No. 94/10