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The Levy diffusion as an effect of sporadic randomness

Mauro Bologna·Paolo Grigolini·Juri Riccardi
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Abstract

The Levy diffusion processes are a form of non ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is present in the corresponding microscopic dynamics and (ii) that the consequent process of memory erasure is properly taken into account by the theoretical treatment.

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Mauro Bologna, Paolo Grigolini, Juri Riccardi. 1999-07-29. The Levy diffusion as an effect of sporadic randomness. https://doi.org/10.1103/physreve.60.6435

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