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