Time characteristics of Lévy flights in a steep potential well

被引:0
|
作者
A.A. Dubkov
B. Spagnolo
机构
[1] Lobachevsky State University,
[2] Radiophysics Faculty,undefined
[3] Università di Palermo,undefined
[4] Dipartimento di Fisica,undefined
[5] Group of Interdisciplinary Physics and CNISM,undefined
关键词
Correlation Time; European Physical Journal Special Topic; Noise Intensity; Kolmogorov Equation; Stationary Probability Distribution;
D O I
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中图分类号
学科分类号
摘要
Using the method previously developed for ordinary Brownian diffusion, we derive a new formula to calculate the correlation time of stationary Lévy flights in a steep potential well. For the symmetric quartic potential, we obtain the exact expression of the correlation time of steady-state Lévy flights with index α = 1. The correlation time of stationary Lévy flights decreases with an increasing noise intensity and steepness of potential well.
引用
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页码:31 / 35
页数:4
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