Time characteristics of Lévy flights in a steep potential well
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Using the method previously developed for ordinary Brownian diffusion, we derive a new formula to calculate the correlation time of stationary Lévy flights in a steep potential well. For the symmetric quartic potential, we obtain the exact expression of the correlation time of steady-state Lévy flights with index α = 1. The correlation time of stationary Lévy flights decreases with an increasing noise intensity and steepness of potential well.
KeywordsCorrelation Time European Physical Journal Special Topic Noise Intensity Kolmogorov Equation Stationary Probability Distribution
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