Publication | Open Access
Lévy diffusion as an effect of sporadic randomness
26
Citations
37
References
1999
Year
Stochastic ProgrammingConventional Markov PropertyEngineeringPhysicsMemory ErasureNatural SciencesMarkov ProcessesStochastic CalculusStochastic Dynamical SystemLevy ProcessProbability TheoryStochastic PhenomenonAnomalous DiffusionLévy Diffusion ProcessesFractional StochasticsStatisticsLévy Diffusion
The Lévy diffusion processes are a form of non-ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is present in the corresponding microscopic dynamics and (ii) the consequent process of memory erasure is properly taken into account by the theoretical treatment.
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