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SHOULD I STAY OR SHOULD I GO? ZERO-SIZE JUMPS IN RANDOM WALKS FOR LÉVY FLIGHTS
Pagnini, G.
; Vitali, S. (2021-02)
; Vitali, S. (2021-02)
We study Markovian continuous-time random walk models for Lévy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal ...
Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
Sliusarenko, O.; Vitali, S.; Sposini, V.; Paradisi, P.; Chechkin, A.V.; Castellani, G.; Pagnini, G. (2019-02-01)
; Vitali, S.; Sposini, V.; Paradisi, P.; Chechkin, A.V.; Castellani, G.; Pagnini, G. (2019-02-01)
Complex systems are known to display anomalous diffusion, whose signature is a space/time scaling $x \sim t^\delta$ with $\delta \neq 1/2$ in the probability density function (PDF). Anomalous diffusion can emerge jointly ...
Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
D’Ovidio, M.; Vitali, S.; Sposini, V.; Sliusarenko, O.; Paradisi, P.; Castellani, G.; Pagnini, G. (2018-10-25)
; Sposini, V.; Sliusarenko, O.; Paradisi, P.; Castellani, G.; Pagnini, G. (2018-10-25)
We consider an ensemble of Ornstein–Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the ensemble. We show that the centre-of-mass ...