Inverse Square L\'evy Walk

Inverse square Lévy walks, a type of random walk with step lengths following a power-law distribution, are being investigated for their ability to model diverse phenomena exhibiting heavy-tailed behavior, such as animal foraging and financial market fluctuations. Current research focuses on developing and refining models that generate these walks, including those based on stochastic differential equations driven by Lévy noise and algorithms like the Dikin walk, to better understand the underlying mechanisms and improve their application in various fields. These studies are significant because they offer powerful tools for analyzing complex systems with non-Gaussian noise, leading to improved modeling accuracy and potentially informing optimization strategies in diverse applications.