Power Levy motion. II. Evolution.

IF 2.7 2区 数学 Q1 MATHEMATICS, APPLIED
Chaos Pub Date : 2025-03-01 DOI:10.1063/5.0251341
Iddo Eliazar
{"title":"Power Levy motion. II. Evolution.","authors":"Iddo Eliazar","doi":"10.1063/5.0251341","DOIUrl":null,"url":null,"abstract":"<p><p>This is the second part of a pair of papers that introduce and explore power Levy motion (PLM). The first part constructed PLM and explained its emergence and rationale. Taking on a \"diffusion perspective,\" the first part addressed key facets and features of PLM. Taking on an \"evolution perspective,\" this part continues the investigation of PLM and addresses its following facets and features: Markov dynamics and propagator; simulation; increments' conditional distributions; persistence and anti-persistence; power-law asymptotics and Taylor's law; integral representation; Langevin dynamics and stochastic differential equation; center-reversion and center-repulsion; decreasing and increasing volatility; Lamperti transformation and Ornstein-Uhlenbeck representation. This pair of papers establishes PLM as a potent and compelling anomalous-diffusion model and presents a comprehensive exposition of PLM.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 3","pages":""},"PeriodicalIF":2.7000,"publicationDate":"2025-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Chaos","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1063/5.0251341","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0

Abstract

This is the second part of a pair of papers that introduce and explore power Levy motion (PLM). The first part constructed PLM and explained its emergence and rationale. Taking on a "diffusion perspective," the first part addressed key facets and features of PLM. Taking on an "evolution perspective," this part continues the investigation of PLM and addresses its following facets and features: Markov dynamics and propagator; simulation; increments' conditional distributions; persistence and anti-persistence; power-law asymptotics and Taylor's law; integral representation; Langevin dynamics and stochastic differential equation; center-reversion and center-repulsion; decreasing and increasing volatility; Lamperti transformation and Ornstein-Uhlenbeck representation. This pair of papers establishes PLM as a potent and compelling anomalous-diffusion model and presents a comprehensive exposition of PLM.

电力征收动议。2。进化。
这是介绍和探讨电力列维运动(PLM)的两篇论文的第二部分。第一部分构建了PLM,解释了PLM的产生和基本原理。从“扩散视角”出发,第一部分讨论了PLM的关键方面和特性。从“进化的角度来看”,这一部分继续调查PLM,并解决其以下方面和特征:马尔可夫动力学和传播器;模拟;增量的条件分布;持久性和反持久性;幂律渐近性与泰勒定律;积分表示;朗之万动力学与随机微分方程;中心逆转和中心排斥;减少和增加波动性;Lamperti变换和Ornstein-Uhlenbeck表示。这两篇论文将PLM建立为一个强有力的、引人注目的异常扩散模型,并对PLM进行了全面的阐述。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 求助全文
来源期刊
Chaos
Chaos 物理-物理:数学物理
CiteScore
5.20
自引率
13.80%
发文量
448
审稿时长
2.3 months
期刊介绍: Chaos: An Interdisciplinary Journal of Nonlinear Science is a peer-reviewed journal devoted to increasing the understanding of nonlinear phenomena and describing the manifestations in a manner comprehensible to researchers from a broad spectrum of disciplines.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信