Explicit densities of multidimensional ballistic Lévy walks.
basic_science · Level V
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- Record sourced from PubMed, PMID 27627269.
- Also identified by DOI 10.1103/PhysRevE.94.022130.
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Abstract
Lévy walks have proved to be useful models of stochastic dynamics with a number of applications in the modeling of real-life phenomena. In this paper we derive explicit formulas for densities of the two- (2D) and three-dimensional (3D) ballistic Lévy walks, which are most important in applications. It turns out that in the 3D case the densities are given by elementary functions. The densities of the 2D Lévy walks are expressed in terms of hypergeometric functions and the right-side Riemann-Liouville fractional derivative, which allows us to efficiently evaluate them numerically. The theoretical results agree perfectly with Monte Carlo simulations.