Race lévy flights: a mathematically tractable framework for studying heavy-tailed accumulation noise

AH Hadian Rasanan, NJ Evans, A Padash, JA Rad - 2022 - ideas.repec.org
Lévy flights is a particular exemplar of the generalised random walk processes, in which the
jump lengths are drawn from a power-law asymptote ($\alpha $-stable) distribution. While …

Race Lévy flights: A mathematically tractable framework for studying heavy-tailed accumulation noise

AH Hadian Rasanan, NJ Evans, A Padash, JA Rad - 2022 - econpapers.repec.org
Lévy flights is a particular exemplar of the generalised random walk processes, in which the
jump lengths are drawn from a power-law asymptote ($\alpha $-stable) distribution. While …