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JOURNALS // Vestnik KRAUNC. Fiziko-Matematicheskie Nauki // Archive
Vestnik KRAUNC. Fiz.-Mat. Nauki, 2017 Number 2(18), Pages 53–58 (Mi vkam198)
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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© Steklov Math. Inst. of RAS, 2024