Lévy flights from a continuous-time process
Abstract
Lévy 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 process is a kind of continuous-time random walk (CTRW), dual to the typical Scher-Montroll model, in which n grows sublinearly with t. Models in which Lévy flights emerge due to a temporal subordination allow one easily to discuss the response of a random walker to a weak outer force, which is shown to be nonlinear. On the other hand, the relaxation of an ensemble of such walkers in a harmonic potential follows a simple exponential pattern, and leads to a normal Boltzmann distribution. Mixed models, describing normal CTRW's in superlinear operational time and Lévy flights under the operational time of subdiffusive CTRW's lead to a paradoxical diffusive behavior, similar to the one found in transport on polymer chains. The relaxation to the Boltzmann distribution in such models is slow, and asymptotically follows a power law.
- Publication:
-
Physical Review E
- Pub Date:
- December 2000
- DOI:
- 10.1103/PhysRevE.63.011104
- arXiv:
- arXiv:cond-mat/0007496
- Bibcode:
- 2000PhRvE..63a1104S
- Keywords:
-
- 05.40.Fb;
- 02.50.-r;
- 82.40.Bj;
- Random walks and Levy flights;
- Probability theory stochastic processes and statistics;
- Oscillations chaos and bifurcations;
- Condensed Matter - Statistical Mechanics
- E-Print:
- Phys. Rev E, vol. 63, 011104 (2001)