Generalization of the Khinchin theorem to Lévy flights.


One of the most fundamental theorems in statistical mechanics is the Khinchin ergodic theorem, which links the ergodicity of a physical system with the irreversibility of the corresponding autocorrelation function. However, the Khinchin theorem cannot be successfully applied to processes with infinite second moment, in particular, to the relevant class of Lévy flights. Here, we solve this challenging problem. Namely, using the recently developed measure of dependence called Lévy correlation cascade, we derive a version of the Khinchin theorem for Lévy flights. This result allows us to verify the Boltzmann hypothesis for systems displaying Lévy-flight-type dynamics.

Cite this paper

@article{Weron2010GeneralizationOT, title={Generalization of the Khinchin theorem to L{\'e}vy flights.}, author={Aleksander Weron and Marcin Magdziarz}, journal={Physical review letters}, year={2010}, volume={105 26}, pages={260603} }