Garbaczewski, Piotr - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 5, pp. 936-944
We analyze confining mechanisms for Lévy flights evolving under an influence of external potentials. Given a stationary probability density function (pdf), we address the reverse engineering problem: design a jump-type stochastic process whose target pdf (eventually asymptotic) equals the...