Title of article :
Cumulant approach of arbitrary truncated Levy flight
Author/Authors :
Dmitry V. Vinogradov، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
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
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications