Abstract
We perform a detailed study of the time evolution of the probability distribution for two processes displaying enhanced diffusion: a stochastic process named the Lévy walk and a deterministic chaotic process, the amplified climbing-sine map. The time evolution of the probability distribution differs in the two cases and carries information which is peculiar to the investigated process.
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Mantegna, R.N. Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion. J Stat Phys 70, 721–736 (1993). https://doi.org/10.1007/BF01053592
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DOI: https://doi.org/10.1007/BF01053592