Random time averaged diffusivities for Lévy walks

Abstract

We investigate a Lévy walk alternating between velocities ±v0 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 ∝ t 2 , the latter to enhanced diffusion with x 2 ∝ t ν , 1 < ν < 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.