相关论文: Levy statistical fluctuations from a Random Amplif…
This paper deals with the large deviations behavior of a stochastic process called thinned Levy process. This process appeared recently as a stochastic-process limit in the context of critical inhomogeneous random graphs. The process has a…
A method for extracting the Levy stability index $\mu$ from the multi-fractal spectrum $f(\alpha)$ in high energy multiparticle production is proposed. This index is an important parameter, characterizing the non-linear behaviour of…
Since its launch in 2008 the Fermi Large Area Telescope provides regular monitoring of a large sample of gamma-ray sources on time scales from hours to years. Together with observations at other wavelengths it is now possible to study…
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…
Structures with heavy-tailed distributions of disorder occur widely in nature. The evolution of such systems, as in foraging for food or the occurrence of earthquakes is generally analyzed in terms of an incoherent series of events. But the…
Rayleigh-L\'evy flights are simplified cosmological tools which capture certain essential statistical properties of the cosmic density field, including hierarchical structures in higher-order correlations, making them a valuable reference…
On-off intermittency occurs in nonequilibrium physical systems close to bifurcation points and is characterised by an aperiodic switching between a large-amplitude "on" state and a small-amplitude "off" state. L\'evy on-off intermittency is…
In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…
We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…
Diffusion occurs in numerous physical systems throughout nature, drawing its generality from the universality of the central limit theorem. Around a century ago it was realized that an extension to this type of dynamics can be obtained in…
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…
The results of searches for several type of physics beyond the Standard Model using data from the four LEP experiments are presented. In the absence of any excess signal events seen in the data limits are placed on the existence of…
A novel possibility of self-organized behaviour of stochastically driven oscillators is presented. It is shown that synchronization by L\'evy stable processes is significantly more efficient than that by oscillators with Gaussian…
We address L\'{e}vy-stable stochastic processes in bounded domains, with a focus on a discrimination between inequivalent proposals for what a boundary data-respecting fractional Laplacian (and thence the induced random process) should…
The frequency-dependent attenuation typically obeys an empirical power law with an exponent ranging from 0 to 2. The standard time-domain partial differential equation models can describe merely two extreme cases of frequency independent…
The reflected process of a random walk or L\'evy process arises in many areas of applied probability, and a question of particular interest is how the tail of the distribution of the heights of the excursions away from zero behaves…
The standard Levy walk is performed by a particle that moves ballistically between randomly occurring collisions, when the intercollision time is a random variable governed by a power-law distribution. During instantaneous collision events…
Edwards et al. [Nature 449, 1044-1048 (2007)] revisited well-known studies reporting power-laws in the frequency distribution of flight duration of wandering albatrosses, and concluded that no L\'evy process could model recent observations…
A study of statistics of transmission and reflection from a random medium with stochastic amplification as opposed to coherent amplification is presented. It is found that the transmission coefficient $t$, for sample length $L$ less than…
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…