Title :
Levy flights constructed on basis of non-Gaussian Markovian random noise
Author_Institution :
A.N. Frumkin Inst. of Phys. Chem. & Electrochem., Moscow, Russia
Abstract :
Levy´s flights constructed on basis of non-Gaussian Markovian random noise are in concordance with the central limit theorem of theory of probability. The result received may be of interest for general theory of nonlinear stochastic dynamics.
Keywords :
Gaussian processes; Markov processes; probability; random noise; Levy flights; central limit theorem; nonGaussian Markovian random noise; nonlinear stochastic dynamics; theory of probability; Chemistry; Differential equations; Equations; Fluctuations; Resistance; White noise; Levy´s flights; central limit theorem; nonlinear stochastic dynamics;
Conference_Titel :
Noise and Fluctuations (ICNF), 2013 22nd International Conference on
Conference_Location :
Montpellier
Print_ISBN :
978-1-4799-0668-0
DOI :
10.1109/ICNF.2013.6578916
