ISSN 打印: 2152-274X
Archives: Volume 1, 2010 to Volume 3, 2012
CUMULANT DESCRIPTION OF AN ARBITRARY TRUNCATED LÉVY FLIGHT
D. V. Vinogradov
The cumulant expansion method is used to analyze the properties of an arbitrary truncated Lévy flight process. A set of cumulants has been found, suitable for characterizing the arbitrary truncated Lévy distribution, and their dependence established upon the shape of the truncation. The effect of the shape of truncation upon the Gaussian and the Lévy regimes of the process has been investigated.
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