Asymptotic densities of ballistic Lévy walks
arXiv:1412.0984 · doi:10.1103/PhysRevE.91.022131
Abstract
We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that different scenarios of performing a random walk step, via making an instantaneous jump penalized by a proper waiting time or via moving with a constant speed, dramatically effect the corresponding propagators, despite the fact that the end points of the steps are identical. Furthermore, if the speed during each step of the random walk is itself a random variable, its distribution gets clearly reflected in the asymptotic density of random walkers. These features are in contrast with more standard non-ballistic random walks.
References in corpus (5)
Cited by in corpus (17)
- Lévy walks
- Moses, Noah and Joseph Effects in Coupled Lévy Processes
- Statistics of the longest interval in renewal processes
- Arcsine Law and Multistable Brownian Dynamics in a Tilted Periodic Potential
- Langevin picture of anomalous diffusion processes in expanding medium
- Nonergodicity of -dimensional generalized Lévy walks and their relation to other space-time coupled models
- Self-reinforcing directionality generates Lévy walks without the power-law assumption
- Lévy walks in nonhomogeneous environments
- Large deviations of the ballistic Lévy walk model
- Novel anomalous diffusion phenomena of underdamped Langevin equation with random parameters
- Ageing in Mortal Superdiffusive Lévy Walkers
- Dynamics of a randomly kicked particle
- Generalized autocorrelation function in the family of deterministic and stochastic anomalous diffusion processes
- Gaussian Process and Levy Walk under Stochastic Non-instantaneous Resetting and Stochastic Rest
- Strong overlap of deterministic and stochastic dynamics in a super-diffusive regime
- A Theory of 'Auction as a Search' in speculative markets
- Asymptotic densities of planar Lévy walks: a non-isotropic case