2019
DOI: 10.1103/physreve.100.010103
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Why Lévy α -stable distributions lack general closed-form expressions for arbitrary α

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Cited by 7 publications
(5 citation statements)
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“…We need a quick algorithm to approximate the Lévy distribution and execute the Lévy flight. Mantegna's algorithm generates random noises based on a symmetric Lévy stable distribution 54–56 . A symmetric Lévy stable distribution is best for Lévy flights since its route has to be accidental 52,53 .…”
Section: Proposed Hybrid Methodsmentioning
confidence: 99%
“…We need a quick algorithm to approximate the Lévy distribution and execute the Lévy flight. Mantegna's algorithm generates random noises based on a symmetric Lévy stable distribution 54–56 . A symmetric Lévy stable distribution is best for Lévy flights since its route has to be accidental 52,53 .…”
Section: Proposed Hybrid Methodsmentioning
confidence: 99%
“…When the variance is infinite, as is the case when α 0 , α ∞ < 2, then the generalized CLT provides the functional form of the limiting distributions in terms of the Lévy alpha-stable distributions. These distributions are a family of normalized probability density functions that do not generally have closed form expressions [35], except for a few special cases. The Lévy alpha-stable distributions are usually denoted by S(α, β, γ, δ), where the four parameters, namely, α ∈ (0, 2], β ∈ [−1, 1], γ ∈ (0, ∞) and δ ∈ (−∞, ∞) specify the stability, α 0 = 0.5…”
Section: The Zero Energy Statementioning
confidence: 99%
“…Although Lévy distributions can be cast [9][10][11] in terms of Fox-H functions, whose calculation relies on complex integrals of the Mellin-Barnes type, they generally lack closed-form expressions based on elementary functions [66][67][68]. In this sense, the Cauchy (α = 1) and the limit case of Gaussian (α = 2) distributions constitute notable exceptions when β = 0.…”
Section: The Lévy Flier On a Bounded Domainmentioning
confidence: 99%