Article ID Journal Published Year Pages File Type
1865655 Physics Letters A 2006 16 Pages PDF
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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Related Topics
Physical Sciences and Engineering Physics and Astronomy Physics and Astronomy (General)
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