Published January 2, 2006
| Version v1
Journal article
Fractional- and integer-order moments, and multiscaling for smoothly truncated Levy flights
- 1. Department of Information Technology, University of Debrecen, 4010 (Hungary)
- 2. Department of Statistics and Center for Stochastic and Chaotic Processes in Science and Technology, Case Western Reserve University, Cleveland, OH 44106 (United States)
- 3. Jet Propulsion Laboratory, California Institute of Technology, Pasadena, CA 91125 (United States)
Description
We study multiscale properties of smoothly truncated Levy flights. The behavior of both fractional- and integer-order moments < vertical bar Xa(t) vertical bar ρ>, for both small and large values of the scaling parameter a is investigated. In the former case we obtain the behavior close to that of the α-stable flight, and for the latter, close to that of the Brownian motion
Additional details
Identifiers
- DOI
- 10.1016/j.physleta.2005.08.083;
- PII
- S0375-9601(05)01351-4;
Publishing Information
- Journal Title
- Physics Letters. A
- Journal Volume
- 348
- Journal Issue
- 3-6
- Journal Page Range
- p. 94-109
- ISSN
- 0375-9601
- CODEN
- PYLAAG
INIS
- Country of Publication
- Netherlands
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 37066103
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- BROWNIAN MOVEMENT; MATHEMATICAL LOGIC; MATHEMATICAL MODELS; SCALING LAWS; SMOOTH MANIFOLDS
- Descriptors DEC
- MATHEMATICAL MANIFOLDS
Optional Information
- Copyright
- Copyright (c) 2005 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.