The far tails of the position distribution in generalized Lévy walks are described by the single-big-jump principle, with non-universal exponents set by α, ν, and η.
We introduce the exponents γ(q) defined as ⟨Rq(T )⟩ ∼ T γ(q)
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Rare events in generalized L\'evy Walks and the Big Jump principle
The far tails of the position distribution in generalized Lévy walks are described by the single-big-jump principle, with non-universal exponents set by α, ν, and η.