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MATHEMATICAL MODELING
Model of the diffusion process with heavy tails in the distribution
L. E. Zakharov Vitus Bering Kamchatka State University
Abstract:
A generator of stable random variables is developed. Numerical simulation of the diffusion process with a heavy tail.
Keywords:
stable random variables, diffusion, heavy tail, Levy process, diffusion packet.
UDC:
519.676
MSC: 60G52 Received: 30.05.2017
DOI:
10.18454/2079-6641-2017-18-2-53-58
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