Equivalent continuous and discrete realizations of Levy flights: Model of one-dimensional motion of inertial particle


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The paper is devoted to the relationship between the continuous Markovian description of Levy flights developed previously and their equivalent representation in terms of discrete steps of a wandering particle, a certain generalization of continuous time random walks. Our consideration is confined to the one-dimensional model for continuous random motion of a particle with inertia. Its dynamics governed by stochastic self-acceleration is described as motion on the phase plane {x,v} comprising the position x and velocity v=dx/dt of the given particle. A notion of random walks inside a certain neighbourhood L of the line v=0 (the x-axis) and outside it is developed. It enables us to represent a continuous trajectory of particle motion on the plane {x,v} as a collection of the corresponding discrete steps. Each of these steps matches one complete fragment of the velocity fluctuations originating and terminating at the boundary of L. As demonstrated, the characteristic length of particle spatial displacement is mainly determined by velocity fluctuations with large amplitude, which endows the derived random walks along the x-axis with the characteristic properties of Levy flights. Using the developed classification of random trajectories a certain parameter-free core stochastic process is constructed. Its peculiarity is that all the characteristics of Levy flights similar to the exponent of the Levy scaling law are no more than the parameters of the corresponding transformation from the particle velocity v to the related variable of the core process. In this way the previously found validity of the continuous Markovian model for all the regimes of Levy flights is explained.

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