Lévy decoupled random walks
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Miguel A. Ré; Carlos E. Budde; Domingo P. Prato
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Article
📅
2003
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Elsevier Science
🌐
English
⚖ 185 KB
A di usion model based on a continuous time random walk scheme with a separable transition probability density is introduced. The probability density for long jumps is proportional to x -1- (a LÃ evy-like probability density). Even when the probability density for the walker position at time t; P(x;