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arXiv 1006.2489q-fin.STcond-mat.stat-mechmath-phmath.MPphysics.data-an
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任意截断Levy飞行的累积量方法

Cumulant Approach of Arbitrary Truncated Levy Flight

Dmitry V. Vinogradov

摘要:

用累积量方法解决了任意截断Levy飞行描述问题。在任意截断的假设下,求出了截断Levy分布的累积量集,研究了截断形状对截断Levy分布在Gaussian和Levy区域飞行特性的影响。

英文摘要:

The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight properties in the Gaussian and the Levy regimes has been investigated.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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