Natural cutoff in Lévy flights caused by dissipative nonlinearity.
作者： Aleksei V. Chechkin , Vsevolod Yu. Gonchar , Joseph Klafter , Ralf Metzler
DOI: 10.1103/PHYSREVE.72.010101
关键词: Dissipative system 、 Noise (electronics) 、 Mathematical analysis 、 Physics 、 Lévy flight 、 Classical mechanics 、 Nonlinear system 、 Stochastic process 、 Position (vector) 、 Cutoff 、 Lévy process
摘要: L\'evy flight models are often used to describe stochastic processes in complex systems. However, due the occurrence of diverging position and/or velocity fluctuations flights physically problematic if describing dynamics a particle finite mass. Here we show that distribution random walker subject noise can be regularized by nonlinear friction, leading natural cutoff and variance.
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