LANGEVIN-EQUATIONS FOR CONTINUOUS-TIME LEVY FLIGHTS

Authors
Citation
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
Citations number
21
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
ISSN journal
1063651X
Volume
50
Issue
2
Year of publication
1994
Part
B
Pages
1657 - 1660
Database
ISI
SICI code
1063-651X(1994)50:2<1657:LFCLF>2.0.ZU;2-U
Abstract
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.