SHOULD I STAY OR SHOULD I GO? ZERO-SIZE JUMPS IN RANDOM WALKS FOR LÉVY FLIGHTS
We study Markovian continuous-time random walk models for Lévy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal to zero in zero. The significance of this result is two-fold: i) with regard...
| Autores: | , |
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| Formato: | artículo |
| Estado: | Versión aceptada para publicación |
| Fecha de publicación: | 2021 |
| País: | España |
| Recursos: | Basque Center for Applied Mathematics (BCAM) |
| Repositorio: | BIRD. BCAM's Institutional Repository Data |
| OAI Identifier: | oai:bird.bcamath.org:20.500.11824/1259 |
| Acesso em linha: | http://hdl.handle.net/20.500.11824/1259 |
| Access Level: | acceso abierto |
| Palavra-chave: | fractional diffusion continuous-time random walks Lévy flights coin-flipping rule recurrence site fidelity |
| Resumo: | We study Markovian continuous-time random walk models for Lévy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal to zero in zero. The significance of this result is two-fold: i) with regard to the probabilistic derivation of the fractional diffusion equation and also ii) with regard to the concept of site fidelity in the framework of Lévy-like motion for wild animals. |
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