Asymptotic properties and numerical simulation of multidimensional Lévy walks (Q2513844): Difference between revisions
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Revision as of 19:02, 19 March 2024
scientific article
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English | Asymptotic properties and numerical simulation of multidimensional Lévy walks |
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Asymptotic properties and numerical simulation of multidimensional Lévy walks (English)
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29 January 2015
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multidimensional Lévy walks
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anomalous diffusion
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scaling limits
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\(\alpha\)-stable Lévy motion
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Brownian motion
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convergence in distribution
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subordination
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spectral measure
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Monte Carlo methods
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