𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Burr, Lévy, Tsallis

✍ Scribed by F. Brouers; O. Sotolongo-Costa; K. Weron

Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
201 KB
Volume
344
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Conditional lévy processes
Conditional lévy processes
✍ E. Çinlar 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 309 KB

These are processes A whose conditional laws, given some driving process X, are those of a process with independent increments. The treatment is limited to such increasing processes A, without assumptions on the law of X. Considering the time T of crossing some fixed threshold value by A, we derive

Lévy decoupled random walks
Lévy decoupled random walks
✍ Miguel A. Ré; Carlos E. Budde; Domingo P. Prato 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 185 KB

A di usion model based on a continuous time random walk scheme with a separable transition probability density is introduced. The probability density for long jumps is proportional to x -1- (a LÃ evy-like probability density). Even when the probability density for the walker position at time t; P(x;