Asymptotic properties and numerical simulation of multidimensional Lévy walks (Q2513844)
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scientific article; zbMATH DE number 6392199
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| English | Asymptotic properties and numerical simulation of multidimensional Lévy walks |
scientific article; zbMATH DE number 6392199 |
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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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0.8980830907821655
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0.8541290163993835
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0.7757743000984192
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0.7719614505767822
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0.7702881693840027
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