Сumulant Description of Arbitrarily Truncated Levy Flight
Abstract
Properties of arbitrary truncated Levy flight are investigated by the method of cumulant approach. The set of cumulants that characterizes an arbitrary truncated Levy distribution is found, their truncation shape dependence determined. The influence of truncation shape on the properties of Gaussian and Levy regimes of the process is investigated.
Full Text:
PDFReferences
Виноградов Д.В. Кумулянтное описание усеченного произвольным образом полета Леви / Д.В. Виноградов // Радиофизика и радиоастрономия. — 2010. — Т. 15, № 3. — С. 338-348.
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (CC BY-NC-ND 4.0)