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: email@example.com
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