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Theory and applications of Lévy processes (stochastic processes with stationary and independent increments): e.g. path properties, stochastic differential equations driven by jump-type processes, fluctuation theory of Lévy processes, queuing theory.

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Simulation of Lévy walk

I have problems to find out how to do discrete simulation of the Lévy walk. I can sum my doubts in a few questions: According to Wikipedia it seems to me that Lévy flight can be produced just by int …
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