Chechkin Aleksei V, Gonchar Vsevolod Yu, Klafter Joseph, Metzler Ralf
Institute for Theoretical Physics NSC KIPT, Kharkov, Ukraine.
Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Jul;72(1 Pt 1):010101. doi: 10.1103/PhysRevE.72.010101. Epub 2005 Jul 19.
Lévy flight models are often used to describe stochastic processes in complex systems. However, due to the occurrence of diverging position and/or velocity fluctuations Lévy flights are physically problematic if describing the dynamics of a particle of finite mass. Here we show that the velocity distribution of a random walker subject to Lévy noise can be regularized by nonlinear friction, leading to a natural cutoff in the velocity distribution and finite velocity variance.
