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.
Dubkov, A.A., Spagnolo, B. (2013). Time characteristics of Lévy flights in a steep potential well. THE EUROPEAN PHYSICAL JOURNAL. SPECIAL TOPICS, 216(1), 31-35 [DOI: 10.1140/epjst/e2013-01726-2].
Time characteristics of Lévy flights in a steep potential well
SPAGNOLO, Bernardo
2013-01-01
Abstract
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.
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