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Natural cutoff in Lévy flights caused by dissipative nonlinearity
Aleksei V Chechkin1, Vsevolod Yu Gonchar, Joseph Klafter
1Institute for Theoretical Physics NSC KIPT, Kharkov, Ukraine.
Abstract:
Lévy flight models are often used to describe stochastic processes in complex systems. However, due to the occurrence of diverging position and/or velocity fluctuations Lévy flights are physically problematic if describing the dynamics of a particle of finite mass. Here we show that the velocity distribution of a random walker subject to Lévy noise can be regularized by nonlinear friction, leading to a natural cutoff in the velocity distribution and finite velocity variance.
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