Lévy noise with memory (Q1406806): Difference between revisions
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Latest revision as of 10:41, 6 June 2024
scientific article
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English | Lévy noise with memory |
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Lévy noise with memory (English)
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7 September 2003
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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.
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Lévy flights
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noise
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fluctuation phenomena
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