Random time averaged diffusivities for L\'evy walks

TL;DR

This paper studies the statistical properties of Le9vy walks with power-law sojourn times, analyzing how time-averaged and ensemble-averaged mean squared displacements differ in ballistic and superdiffusive regimes.

Contribution

It provides a detailed analysis of the fluctuations and discrepancies between time and ensemble averages for Le9vy walks with heavy-tailed waiting times.

Findings

In the ballistic regime, deviations follow a Mittag-Leffler distribution.

In the superdiffusive regime, fluctuations of time-averaged MSD diminish slowly over time.

Quantifies the difference between time and ensemble averaged MSDs.

Abstract

We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic regime where the ensemble averaged mean squared displacement (MSD) at large times is $< x^2 > \propto t^2$, the latter to enhanced diffusion with $< x^2 > \propto t^\nu$, $1<\nu<2$. The correlation function and the time averaged MSD are calculated. In the ballistic case, the deviations of the time averaged MSD from a purely ballistic behavior are shown to be distributed according to a Mittag-Leffler density function. In the enhanced diffusion regime, the fluctuations of the time averages MSD vanish at large times, yet very slowly. In both cases we quantify the discrepancy between the time averaged and ensemble averaged MSDs.