Diffusive-limit conjecture for stochastic transport by heavy-tailed jump processes
Diffusive-limit conjecture for stochastic transport by heavy-tailed jump processes
Let . For the stochastic transport model with regimes , , and , let denote the tracer process and let be the small-scale parameter.
Diffusive-limit conjecture. As goes to zero, the processes converge in law to the -dimensional process , where is an isotropic -stable process in case , and a centred Brownian motion in cases and .
The conjecture predicts anomalous super-diffusive transport for stable noise and classical diffusive transport for truncated or tempered noise. The stated validity remains an open question; the paper's numerical results provide evidence for the proposed limiting behaviours.
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Primary source
Paolo Cifani, Franco Flandoli and Lorenzo Marino, “Anomalous diffusion properties of stochastic transport by heavy-tailed jump processes”, arXiv:2602.21097 (2026).
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