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相关论文: In the folds of the Central Limit Theorem: L\'evy …

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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…

概率论 · 数学 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

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…

高能天体物理现象 · 物理学 2025-10-08 Naixin Liang , Siang Peng Oh

Anomalous diffusion processes, in particular superdiffusive ones, are known to be efficient strategies for searching and navigation by animals and also in human mobility. One way to create such regimes are L\'evy flights, where the walkers…

物理与社会 · 物理学 2017-02-22 Sarah de Nigris , Timoteo Carletti , Renaud Lambiotte

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

统计力学 · 物理学 2015-06-23 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…

统计力学 · 物理学 2015-06-25 Fulvio Baldovin , Attilio L. Stella

Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…

统计力学 · 物理学 2014-12-02 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…

统计力学 · 物理学 2015-06-11 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

数据分析、统计与概率 · 物理学 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

统计力学 · 物理学 2011-06-21 Tomasz Srokowski

We consider super-diffusive L\'evy walks in $d \geqslant 2$ dimensions when the duration of a single step, i.e., a ballistic motion performed by a walker, is governed by a power-law tailed distribution of infinite variance and finite mean.…

统计力学 · 物理学 2017-04-05 Itzhak Fouxon , Sergey Denisov , Vasily Zaburdaev , Eli Barkai

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…

统计力学 · 物理学 2015-06-12 V. Zaburdaev , S. Denisov , J. Klafter

We present theoretical and experimental results of L\'evy flights of light originating from a random walk of photons in a hot atomic vapor. In contrast to systems with quenched disorder, this system does not present any correlations between…

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

统计力学 · 物理学 2017-10-11 A. Kamińska , T. Srokowski

Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents $q\nu(q)$ by measuring the absolute $q$-th moment $\langle |x|^q\rangle$.…

统计力学 · 物理学 2020-03-20 Xudong Wang , Yao Chen , Weihua Deng

Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…

Motion of particles in many systems exhibits a mixture between periods of random diffusive like events and ballistic like motion. In many cases, such systems exhibit strong anomalous diffusion, where low order moments $< |x(t)|^q >$ with…

统计力学 · 物理学 2015-06-22 Adi Rebenshtok , Sergey Denisov , Peter Hanggi , Eli Barkai

The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…

概率论 · 数学 2014-08-11 M. Magdziarz , H. P. Scheffler , P. Straka , P. Zebrowski

We study L\'evy walks in quenched disordered one-dimensional media, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling relations for the random-walk probability and for the resistivity in the equivalent…

统计力学 · 物理学 2015-05-18 R. Burioni , L. Caniparoli , A. Vezzani

Anomalous dynamics in which local perturbations spread faster than diffusion are ubiquitously observed in the long-time behavior of a wide variety of systems. Here, the manner by which such systems evolve towards their asymptotic…

统计力学 · 物理学 2020-04-09 Asaf Miron

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

概率论 · 数学 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène
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