Limit theorems for Lévy walks inddimensions: rare and bulk fluctuations

DOI10.1088/1751-8121/AA5F6DzbMath1366.82022arXiv1701.01957OpenAlexW2572075119MaRDI QIDQ2988394

Sergey Denisov, Itzhak Fouxon, Vasily Yu. Zaburdaev, Eli Barkai

Publication date: 19 May 2017

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.01957

zbMATH Keywords

probability density functioncentral limit theoremLévy walksfractional diffusion equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Fractional partial differential equations (35R11)

Related Items (3)

Preface: Marian Smoluchowski’s 1916 paper—a century of inspiration ⋮ Refined central limit theorem and infinite density tail of the Lorentz gas from Lévy walk ⋮ In the folds of the central limit theorem: Lévy walks, large deviations and higher-order anomalous diffusion

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