Complete decomposition of anomalous diffusion in variable speed generalized Lévy walks

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Authors: Abhijit Bera, Kevin E. Bassler
Cited by: 0
References: 63

Abstract

Variable speed generalized Lévy walks (VGLWs) are a class of spatiotemporally coupled stochastic processes that unify a broad range of previously studied models within a single parametrized framework. Their dynamics consist of discrete random steps, or flights, during which the walker's speed varies deterministically with both the elapsed time and the total duration of the flight. We investigate the anomalous diffusive behavior of VGLWs and analyze it through decomposition into the three fundamental constitutive effects that capture violations of the Central Limit Theorem (CLT): the Joseph effect, reflecting long-range increment correlations, the Noah effect, arising from heavy-tailed step-size distributions with infinite variance, and the Moses effect, associated with statistical aging and nonstationarity. Our results show that anomalous diffusion in VGLWs is typically generated by a nontrivial combination of all three effects, rather than being attributable to a single mechanism. Strikingly, we find that within the VGLW framework the Noah exponent L, which quantifies the strength of the Noah effect, is unbounded from above, revealing a richer and more extreme landscape of anomalous diffusion than in previously studied Lévy-walk-type models.

Fields of Study & Subjects

stochastic dynamics and bifurcation Diffusion and Search Dynamics Fractional Differential Equations Solutions

Publication details

Journal / source
Physical review. E
Publisher
American Physical Society (APS)
Volume
113
Issue
6
Pages
064124–064124
Publication date
5 May 2026
Language
EN