Natural cutoff in Lévy flights caused by dissipative nonlinearity.
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.
Chechkin
Aleksei V
AV
Institute for Theoretical Physics NSC KIPT, Kharkov, Ukraine.
Gonchar
Vsevolod Yu
VY
Klafter
Joseph
J
Metzler
Ralf
R