| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 976017 | Physica A: Statistical Mechanics and its Applications | 2010 | 7 Pages |
Abstract
The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight properties in the Gaussian and the Levy regimes has been investigated.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Dmitry V. Vinogradov,