2010/06/30 by Dmitry V. Vinogradov · 10 citations
Economics, Econometrics and Finance · Environmental Science · Mathematics · Physics and Astronomy · #Applied mathematics #Chaos control and synchronization #Complex Systems and Time Series Analysis #Computer science #Cumulant #Distribution (mathematics) #Ecosystem dynamics and resilience #Gaussian #Lévy distribution #Lévy flight #Lévy process #Mathematical analysis #Mathematics #Physics #Probability distribution #Random walk #Set (abstract data type) #Statistical physics #Statistics #Truncation (statistics) #cond-mat.stat-mech #math-ph #math.MP #physics.data-an #q-fin.ST
paper · pdf · doi:10.1016/j.physa.2010.09.014
published in Physica A Statistical Mechanics and its Applications 389(24), 5794-5800 (Elsevier BV) · 9 pages
openalex publication_date 2010/09/19 · arxiv created 2010/10/22 · arxiv updated 2010/10/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
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.