相关论文: On the Extreme Flights of One-Sided Levy Processes
Exact results for the first passage time and leapover statistics of symmetric and one-sided Levy flights (LFs) are derived. LFs with stable index alpha are shown to have leapover lengths, that are asymptotically power-law distributed with…
We study the statistics of encounters of L\'evy flights by introducing the concept of vicious L\'evy flights - distinct groups of walkers performing independent L\'evy flights with the process terminating upon the first encounter between…
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.
We study the efficiency of random search processes based on L{\'e}vy flights with power-law distributed jump lengths in the presence of an external drift, for instance, an underwater current, an airflow, or simply the bias of the searcher…
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 this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of…
L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…
We study the efficiency of search processes based on Levy flights (LFs) with power-law distributed jump lengths in the presence of an external drift. While LFs turn out to be efficient search processes when relative to the starting point…
We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…
This paper studies a class of enhanced diffusion processes in which random walkers perform L\'evy flights and apply it for global optimization. L\'evy flights offer controlled balance between exploitation and exploration. We develop four…
We study rare events in the extreme value statistics of stochastic symmetric jump processes with power tails in the distributions of the jumps, using the big-jump principle. The principle states that in the presence of stochastic processes…
In this paper we propose and advocate the use of the so called L\'evy flights as a driving mechanism for a class of stochastic optimization computations. This proposal, for some reasons overlooked until now, is - in author's opinion - very…
Rayleigh-Levy flights have played a significant role in cosmology as simplified models for understanding how matter distributes itself under gravitational influence. These models also exhibit numerous remarkable properties that enable the…
The Riemann walk is the lattice version of the Levy flight. For the one-dimensional Riemann walk of Levy exponent 0<\alpha<2 we study the statistics of the support, i.e. the set of visited sites, after t steps. We consider a wide class of…
The search for hidden targets is a fundamental problem in many areas of science, engineering, and other fields. Studies of search processes often adopt a probabilistic framework, in which a searcher randomly explores a spatial domain for a…
Edwards et al question aspects of the methods used in two of our published papers that report results showing Levy walk like and Levy flight movement patterns of marine predators.The criticisms are focused on the applicability of some…
We investigate two coupled properties of Levy stable random motions: The first passage times (FPTs) and the first passage leapovers (FPLs). While, in general, the FPT problem has been studied quite extensively, the FPL problem has hardly…
In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…
We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger…
This book chapter introduces to the problem to which extent search strategies of foraging biological organisms can be identified by statistical data analysis and mathematical modeling. A famous paradigm in this field is the Levy Flight…