Fluctuations in a lévy flight gas
✍ Scribed by H. C. Fogedby; T. Bohr; H. J. Jensen
- Publisher
- Springer
- Year
- 1992
- Tongue
- English
- Weight
- 495 KB
- Volume
- 66
- Category
- Article
- ISSN
- 0022-4715
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
Previously we have put forward that the sluggish convergence of truncated LÃ evy ights to a Gaussian (Phys. Rev. Lett. 73 (1994Lett. 73 ( ) 2946) ) together with the scaling power laws in their probability of return to the origin (Nature 376 (1995) 46) can be explained by autocorrelation in data (Ph
We employ our previously suggested exponentially damped LÃ evy ight (Physica A 326 (2003) 544) to study the multiscaling properties of 30 daily exchange rates against the US dollar together with a ÿctitious euro-dollar rate (Physica A 286 (2000) 353). Though multiscaling is not theoretically seen in