Fractional Edgeworth Expansion: Corrections to the Gaussian-Levy Central Limit Theorem

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of variables with an infinite variance which converge by the generalized central limit theorem to a Levy $alpha$-stable density function. Our correction may be written by means of a series of fractional derivatives of the Levy and the conjugate Levy PDFs. This series expansion is general and applies also to the Gaussian regime. To describe the terms in the series expansion, we introduce a new family of special functions and briefly discuss their properties. We implement our generalization to the distribution of the momentum for atoms undergoing Sisyphus cooling, and show the improvement of our leading order approximation compared to previous approximations. In vicinity of the transition between L{e}vy and Gauss behaviors, convergence to asymptotic results slows down.

Solution of the Fokker-Planck equation with a logarithmic potential

We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does not fully describe the long time limit of this problem. Instead this limit is characterized by an infinite covariant density. This non-normalizable density yields the mean square displacement of the particles, which for a certain range of parameters exhibits anomalous diffusion. In a symmetric potential with an asymmetric initial condition, the average position decays anomalously slowly. This problem also has applications outside the thermal context, as in the diffusion of the momenta of atoms in optical molasses.