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 ✦
On selfsimilar Lévy Random Probabilities
✍ Scribed by Iddo Eliazar
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 584 KB
- Volume
- 356
- Category
- Article
- ISSN
- 0378-4371
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