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Publikováno v:
Physica A: Statistical Mechanics and its Applications. 391:572-581
Levy processes have been widely used to model a large variety of stochastic processes under anomalous diffusion. In this note we show that Levy processes play an important role in the study of the Generalized Langevin Equation (GLE). The solution to
Autor:
Chang C. Y. Dorea, Ary V. Medino
Publikováno v:
Journal of Statistical Physics. 123:685-698
In modelling complex systems as real diffusion processes it is common to analyse its diffusive regime through the study of approximating sequences of random walks. For the partial sums \(S_n=\xi_1 + \xi_2 + \ldots + \xi_n\) one considers the approxim