Search results for "Lévy"
showing 10 items of 77 documents
Spectral characteristics of steady-state Lévy flights in confinement potential profiles
2016
The steady-state correlation characteristics of superdiffusion in the form of Levy flights in one-dimensional confinement potential profiles are investigated both theoretically and numerically. Specifically, for Cauchy stable noise we calculate the steady-state probability density function for an infinitely deep rectangular potential well and for a symmetric steep potential well of the type U(x)∞x2m. For these potential profiles and arbitrary Levy index α, we obtain the asymptotic expression of the spectral power density.
Dynamic copula models for the spark spread
2011
We propose a non-symmetric copula to model the evolution of electricity and gas prices by a bivariate non-Gaussian autoregressive process. We identify the marginal dynamics as driven by normal inverse Gaussian processes, estimating them from a series of observed UK electricity and gas spot data. We estimate the copula by modeling the difference between the empirical copula and the independent copula. We then simulate the joint process and price options written on the spark spread. We find that option prices are significantly influenced by the copula and the marginal distributions, along with the seasonality of the underlying prices.
Statistics of residence time for Lévy flights in unstable parabolic potentials
2020
We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.
Lévy flights in confining potentials.
2009
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are considered: those driven by Langevin equation with L\'{e}vy noise and those, named by us topological L\'{e}vy processes (occurring in systems with topological complexity like folded polymers or complex networks and generically in inhomogeneous media), whose Langevin representation is unknown and possibly nonexistent. Our major finding is that both above classes of processes stay in affinity and may share common stationary (eventually asymptotic) probability densit…
El antropólogo de cerca y de lejos
2005
Refexiones sobre la concesión del Premio Nacional de Catalunya a Claude Lévy Strauss. Consideraciones sobre su concepción de la identidad y su peculiar particularismo cultural
Movement patterns of Tenebrio beetles demonstrate empirically that correlated-random-walks have similitude with a Lévy walk.
2013
AbstractCorrelated random walks are the dominant conceptual framework for modelling and interpreting organism movement patterns. Recent years have witnessed a stream of high profile publications reporting that many organisms perform Lévy walks; movement patterns that seemingly stand apart from the correlated random walk paradigm because they are discrete and scale-free rather than continuous and scale-finite. Our new study of the movement patterns of Tenebriomolitor beetles in unchanging, featureless arenas provides the first empirical support for a remarkable and deep theoretical synthesis that unites correlated random walks and Lévy walks. It demonstrates that the two models are complemen…
Lévy-Bruhl et la sociologie criminelle
2018
International audience
Henri Lévy-Bruhl et la tradition de sociologie criminelle
2015
International audience