Hc. Fogedby, LANGEVIN-EQUATIONS FOR CONTINUOUS-TIME LEVY FLIGHTS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 50(2), 1994, pp. 1657-1660
We consider the combined effects of a power law Levy step distribution
characterized by the step index f and a power law waiting time distri
bution characterized by the time index g on the long time behavior of
a random walker. The main point of our analysis is a formulation in te
rms of coupled Langevin equations which allows in a natural way for th
e inclusion of external force fields. In the anomalous case for f < 2
and g < 1 the dynamic exponent z locks onto the ratio f/g. Drawing on
recent results on Levy flights in the presence of a random force field
we also find that this result is independent of the presence of weak
quenched disorder. For d below the critical dimension d(c) = 2f - 2 th
e disorder is relevant, corresponding to a nontrivial fixed point for
the force correlation function.