Natural cutoff in Lévy flights caused by dissipative nonlinearity
- 19 July 2005
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 72 (1), 010101
- https://doi.org/10.1103/physreve.72.010101
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.Keywords
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