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  • Search: subject:"Jump-type processes"
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Diffusive processes 1 Fokker–Planck equation 1 Jump-type processes 1 Lévy-stable distribution 1 Random processes 1
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Garbaczewski, Piotr 1 Kȩdzierski, Dariusz 1 Stephanovich, Vladimir 1
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Physica A: Statistical Mechanics and its Applications 1
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RePEc 1
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Heavy-tailed targets and (ab)normal asymptotics in diffusive motion
Garbaczewski, Piotr; Stephanovich, Vladimir; … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 6, pp. 990-1008
We show that, under suitable confinement conditions, the ordinary Fokker–Planck equation may generate non-Gaussian heavy-tailed probability density functions (pdfs) (like, for example, Cauchy or more general Lévy stable distributions) in its long-time asymptotics. In fact, all heavy-tailed...
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