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arXiv · 1106.1530

Dynamics of confined Levy flights in terms of (Levy) semigroups

Piotr Garbaczewski·Vladimir Stephanovich
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Abstract

The master equation for a probability density function (pdf) driven by Lévy noise, if conditioned to conform with the principle of detailed balance, admits a transformation to a contractive strongly continuous semigroup dynamics. Given a priori a functional form of the semigroup potential, we address the ground-state reconstruction problem for generic Lévy-stable semigroups, for {\em all} values of the stability index $μ\in (0,2)$. That is known to resolve an invariant pdf for confined Lévy flights (e.g. the former jump-type process). Jeopardies of the procedure are discussed, with a focus on: (i) when an invariant pdf actually is an asymptotic one, (ii) subtleties of the pdf $μ$-dependence in the vicinity and sharply {\em at} the boundaries 0 and 2 of the stability interval, where jump-type scenarios cease to be valid.

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BibTeXRIS

Piotr Garbaczewski, Vladimir Stephanovich. 2011-12-14. Dynamics of confined Levy flights in terms of (Levy) semigroups. https://arxiv.org/abs/1106.1530

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