| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1016/j.spa.2015.05.014 |
| Limit theorems and governing equations for Levy walks. | |
| Magdziarz M; Scheffler HP; Straka P; Żebrowski P | |
| 发表日期 | 2015 |
| 出处 | Stochastic Processes and their Applications 125 (11): 4021-4038 |
| 出版年 | 2015 |
| 语种 | 英语 |
| 摘要 | The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit theorems and derive governing pseudo-differential equations for the law of the walker's position. Both Levy Walk and its limit process are continuous and ballistic in the case beta epsilon(0,1). In the case beta epsilon (1,2), the scaling limit of the process is beta-stable and hence discontinuous. This result is surprising, because the scaling exponent 1/beta on the process level is seemingly unrelated to the scaling exponent 3-beta of the second moment. For beta=2, the scaling limit is Brownian motion. |
| 主题 | Advanced Systems Analysis (ASA) |
| 关键词 | Levy walk domain of attraction governing equation |
| URL | http://pure.iiasa.ac.at/id/eprint/11397/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/130327 |
| 推荐引用方式 GB/T 7714 | Magdziarz M,Scheffler HP,Straka P,et al. Limit theorems and governing equations for Levy walks.. 2015. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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