Lévy walk revisited: Hermite polynomial expansion approach
arXiv:1908.11737 · doi:10.1088/1751-8121/ab7420
Abstract
Integral transform method (Fourier or Laplace transform, etc) is more often effective to do the theoretical analysis for the stochastic processes. However, for the time-space coupled cases, e.g., Lévy walk or nonlinear cases, integral transform method may fail to be so strong or even do not work again. Here we provide Hermite polynomial expansion approach, being complementary to integral transform method. Some statistical observables of general Lévy walks are calculated by the Hermite polynomial expansion approach, and the comparisons are made when both the integral transform method and the newly introduced approach work well.
arXiv comment14 pages, 9 figures
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