Abstract

Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many research fields as a tool to analyze non-Brownian dynamics exhibited by different systems. The Lévy walk model combines two key features: a finite velocity of a random walker and the ability to generate anomalously fast diffusion. Recent results in optics, Hamiltonian many-particle chaos, cold atom dynamics, bio-physics, and behavioral science, demonstrate that this particular type of random walks provides significant insight into complex transport phenomena. This review provides a self-consistent introduction into the theory of Lévy walks, surveys its existing applications, including latest advances, and outlines its further perspectives.

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L\'evy walks

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