Lévy noise with memory (Q1406806): Difference between revisions

Loosely speaking, a probabilistic law is stable in Lévy's sense whenever this law is conserved by linear combination of the random variables. Here, by using physical arguments, one derives the characteristic function for a class of couloured Lévy stable noises (of order \(\alpha\)). Loosely speaking, the author uses a microscopic model describing the interaction of a particle with a disordered background, which finds its origin in the power-law decorrelation of small-scale spatial fluctuations.