Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations (Q5948143): Difference between revisions

From MaRDI portal
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 23:45, 4 March 2024

scientific article; zbMATH DE number 1667829
Language Label Description Also known as
English
Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations
scientific article; zbMATH DE number 1667829

    Statements

    Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations (English)
    0 references
    0 references
    0 references
    6 December 2001
    0 references
    Ordinary Lévy motion is a symmetric \(\alpha\)-stable Lévy process. The authors discuss the influence of the divergence of the moments of order \(q\geq \alpha\). They show that simulations of ordinary Lévy motion depend more strongly on the finite sample size than for (Gaussian) Brownian motion and exhibit a ``pseudo-Gaussian'' behaviour \(S^{1/2}_2\propto \tau^{1/2}\) of the second order structure function \(S_q(\tau,\alpha)=\langle|L_\alpha(t+\tau)-L_\alpha(t)|^q\rangle\) for finite sample size.
    0 references
    0 references
    ordinary Levy motion
    0 references
    symmetric stable distribution
    0 references

    Identifiers