Lévy flight approximations for scaled transformations of random walks

Author:

Dorea Chang C.Y.,Guevara Otiniano Cira E.,Matsushita Raul,Rathie Pushpa N.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference10 articles.

1. A contemporary review and bibliography of infinitely divisible distributions and processes;Bose;Sankhya Ser. A,2002

2. A Course in Probability Theory;Chung,1974

3. An Introduction to Probability Theory and Its Applications I, II;Feller,1968

4. The gradually truncated Lévy flight for systems with power-law distributions;Gupta;Physica A,1999

5. A simple general approach to inference about the tail of a distribution;Hill;Ann. Statist.,1975

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