, Volume 34, Issue 1-2, pp 129-162

On Lévy (or stable) distributions and the Williams-Watts model of dielectric relaxation

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Abstract

This paper is concerned with the Lévy, or stable distribution function defined by the Fourier transform $$Q_\alpha \left( z \right) = \frac{1}{{2\pi }}\int {_{ - \infty }^\infty \exp \left( { - izu - \left| u \right|^\alpha } \right)du} with 0< \alpha \leqslant 2$$ Whenα=2 it becomes the Gauss distribution function and whenα=1, the Cauchy distribution. Whenα≠2 the distribution has a long inverse power tail $$Q_\alpha \left( z \right) \sim \frac{{\Gamma \left( {1 + \alpha } \right)\sin \tfrac{1}{2}\pi \alpha }}{{\pi \left| z \right|^{1 + \alpha } }}$$ In the regime of smallα, ifα¦logz¦≪1, the distribution is mimicked by a log normal distribution. We have derived rapidly converging algorithms for the numerical calculation ofQ α (z) for variousα in the range 0<α<1. The functionQ α (z) appears naturally in the Williams-Watts model of dielectric relaxation. In that model one expresses the normalized dielectric parameter as $$ \in _n \left( \omega \right) \equiv \in '_n \left( \omega \right) - i \in ''_n \left( \omega \right) = - \int {_0^\infty e^{ - i\omega t} \left[ {{{d\phi \left( t \right)} \mathord{\left/ {\vphantom {{d\phi \left( t \right)} {dt}}} \right. \kern-\nulldelimiterspace} {dt}}} \right]} dt$$ with $$\phi \left( t \right) = \exp - \left( {{t \mathord{\left/ {\vphantom {t \tau }} \right. \kern-\nulldelimiterspace} \tau }} \right)^\alpha $$ It has been found empirically by various authors that observed dielectric parameters of a wide variety of materials of a broad range of frequencies are fitted remarkably accurately by using this form ofφ(t).ε n (ω) is shown to be directly related toQ α (z). It is also shown that if the Williams-Watts exponential is expressed as a weighted average of exponential relaxation functions $$\exp - \left( {{t \mathord{\left/ {\vphantom {t \tau }} \right. \kern-\nulldelimiterspace} \tau }} \right)^\alpha = \int {_0^\infty } g\left( {\lambda , \alpha } \right)e^{ - \lambda t} dt$$ the weight functiong(λ, α) is expressible as a stable distribution. Some suggestions are made about physical models that might lead to the Williams-Watts form ofφ(t).

Deceased.