Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1865655 | Physics Letters A | 2006 | 16 Pages |
Abstract
We study multiscale properties of smoothly truncated Lévy flights. The behavior of both fractional- and integer-order moments 〈ρ|Xa(t)|〉〈|Xa(t)|ρ〉, for both small and large values of the scaling parameter a is investigated. In the former case we obtain the behavior close to that of the α-stable flight, and for the latter, close to that of the Brownian motion.
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Physical Sciences and Engineering
Physics and Astronomy
Physics and Astronomy (General)
Authors
Gy. Terdik, W.A. Woyczynski, A. Piryatinska,