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arXiv 1007.0193cond-mat.stat-mechmath.PR
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单侧Levy稳定分布的精确显式概率密度

Exact and explicit probability densities for one-sided Levy stable distributions

K. A. Penson, K. Gorska

摘要:

本文研究了随机系统中具有重要意义的指数为α(0< α<1)的单侧重尾Levy稳定概率分布函数g_α(x)的反常扩散和分数阶动力学。给出了g_α(x),0 PDMATHABMMx < \infty的精确显式表达式,满足\int_{0}^{\infty} exp(-px)g_α(x)dx = exp(-p^α),p>0,对所有α= l/k < 1,k和l为正整数.我们重现了所有已知的结果由k \leq 4,并提出了许多新的精确解,k > 4,所有的已知函数表示。这将允许对α进行“微调”,以使g_α(x)适应给定的实验情况。

英文摘要:

We study functions g_α(x) which are one-sided, heavy-tailed Levy stable probability distributions of index α, 0< α<1, of fundamental importance in random systems, for anomalous diffusion and fractional kinetics. We furnish exact and explicit expression for g_α(x), 0 \leq x < \infty, satisfying \int_{0}^{\infty} exp(-p x) g_α(x) dx = exp(-p^α), p>0, for all α= l/k < 1, with k and l positive integers. We reproduce all the known results given by k\leq 4 and present many new exact solutions for k > 4, all expressed in terms of known functions. This will allow a 'fine-tuning' of αin order to adapt g_α(x) to a given experimental situation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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