https://doi.org/10.1140/epjst/e2013-01726-2
Regular Article
Time characteristics of Lévy flights in a steep potential well
1 Lobachevsky State University, Radiophysics Faculty, 23 Gagarin Ave., 603950 Nizhni Novgorod, Russia
2 Università di Palermo, Dipartimento di Fisica, Group of Interdisciplinary Physics and CNISM, Viale delle Scienze, ed. 18, 90128 Palermo, Italy
a e-mail: dubkov@rf.unn.ru
Received:
30
November
2012
Revised:
6
December
2012
Published online:
31
January
2013
Using the method previously developed for ordinary Brownian diffusion, we derive a new formula to calculate the correlation time of stationary Lévy flights in a steep potential well. For the symmetric quartic potential, we obtain the exact expression of the correlation time of steady-state Lévy flights with index α = 1. The correlation time of stationary Lévy flights decreases with an increasing noise intensity and steepness of potential well.
© EDP Sciences, Springer-Verlag, 2013
