Mantegna, R. N. (1994) Processi stocastici stabili non gaussiani. Accademia Peloritana dei Pericolanti, Classe di Scienze FF. MM. NN., LXXII (Supplement 1). pp. 611-616.
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Abstract
The statistical properties of stable non-Gaussian stochastic processes are briefiy discussed. A physical approach is used to solve the paradox of Lévy stable probability density with infinite variance observed in experiments and simulations of physical systems. We also discuss the technique of the study of the probability of retum of Lévy stable stochastic processes and a simple and accurate algorithm generating Lévy stable stochastic processes recently proposed.
| Item Type: | Article |
|---|---|
| Subjects: | M.U.S. - Miscellanea > Atti Accademia Peloritana > Classe di Scienze Fisiche, Matematiche e Naturali > 1994 > Supplemento 1 parte 2 M.U.S. - Miscellanea > Atti Accademia Peloritana > Classe di Scienze Medico-Biologiche > 1994 > Supplemento 1 parte 2 M.U.S. - Miscellanea > Atti Accademia Peloritana > Classe di Scienze Giuridiche, Economiche e Politiche > 1994 > Supplemento 1 parte 2 M.U.S. - Miscellanea > Atti Accademia Peloritana > Classe di Lettere Filosofia e belle Arti > 1994 > Supplemento 1 parte 2 |
| Depositing User: | Mr Nunzio Femminò |
| Date Deposited: | 18 Apr 2014 08:48 |
| Last Modified: | 18 Apr 2014 08:48 |
| URI: | http://cab.unime.it/mus/id/eprint/5185 |
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