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

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.