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;
✦ LIBER ✦
Lévy random walks in finite systems
✍ Scribed by Drysdale, P.; Robinson, P.
- Book ID
- 115489159
- Publisher
- The American Physical Society
- Year
- 1998
- Tongue
- English
- Weight
- 242 KB
- Volume
- 58
- Category
- Article
- ISSN
- 1063-651X
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