| Literature DB >> 16089924 |
Aleksei V Chechkin1, Vsevolod Yu Gonchar, Joseph Klafter, Ralf Metzler.
Abstract
Lévy flight models are often used to describe stochastic processes in complex systems. However, due to the occurrence of diverging position and/or velocity fluctuations Lévy flights are physically problematic if describing the dynamics of a particle of finite mass. Here we show that the velocity distribution of a random walker subject to Lévy noise can be regularized by nonlinear friction, leading to a natural cutoff in the velocity distribution and finite velocity variance.Year: 2005 PMID: 16089924 DOI: 10.1103/PhysRevE.72.010101
Source DB: PubMed Journal: Phys Rev E Stat Nonlin Soft Matter Phys ISSN: 1539-3755