Cumulant Approach of Arbitrary Truncated Levy Flight

Abstract

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.

9 pages

References in corpus (3)

• Scale-invariant Truncated Lévy Process
• Stretched-Gaussian asymptotics of the truncated Lévy flights for the diffusion in nonhomogeneous media
• Truncated Levy distributions in an inelastic gas

Cited by in corpus (4)

• Stretched-Gaussian asymptotics of the truncated Lévy flights for the diffusion in nonhomogeneous media
• Lévy Flights and Leaky Boxes: Anomalous Diffusion of Cosmic Rays
• Arbitrary Truncated Levy Flight: Asymmetrical Truncation and High-Order Correlations
• Role of long jumps in Lévy noise induced multimodality