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تسجيل مستخدم جديدShould I stay or should I go? Zero-size jumps in random walks for Levy flights
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We study Markovian continuous-time random walk models for Levy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal to zero in zero. The significance of this result is two-fold: i) with regard to the probabilistic derivation of the fractional diffusion equation and also ii) with regard to the concept of site fidelity in the framework of Levy-like motion for wild animals.
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We consider one-dimensional discrete-time random walks (RWs) with arbitrary symmetric and continuous jump distributions $f(eta)$, including the case of Levy flights. We study the expected maximum ${mathbb E}[M_n]$ of bridge RWs, i.e., RWs starting an
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Let L(t) be a Levy flights process with a stability index alphain(0,2), and U be an external multi-well potential. A jump-diffusion Z satisfying a stochastic differential equation dZ(t)=-U(Z(t-))dt+sigma(t)dL(t) describes an evolution of a Levy parti
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