dc.contributorUniversidade Estadual Paulista (Unesp)
dc.date.accessioned2014-05-20T15:26:15Z
dc.date.accessioned2022-10-05T16:37:01Z
dc.date.available2014-05-20T15:26:15Z
dc.date.available2022-10-05T16:37:01Z
dc.date.created2014-05-20T15:26:15Z
dc.date.issued1999-06-01
dc.identifierPhysica A. Amsterdam: Elsevier B.V., v. 268, n. 1-2, p. 231-239, 1999.
dc.identifier0378-4371
dc.identifierhttp://hdl.handle.net/11449/36446
dc.identifier10.1016/S0378-4371(99)00028-X
dc.identifierWOS:000080802400019
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/3908172
dc.description.abstractPower-law distributions have been observed in various economical and physical systems. Levy flights have infinite variance which discourage a physical approach. We introduce a class of stochastic processes, the gradually truncated Levy flight in which large steps of a Levy flight are gradually eliminated. It has finite variance and the system can be analyzed in a closed form. We applied the present method to explain the distribution of a particular economical index. The present method can be applied to describe time series in a variety of fields, i.e. turbulent flow, anomalous diffusion, polymers, etc. (C) 1999 Elsevier B.V. B.V. All rights reserved.
dc.languageeng
dc.publisherElsevier B.V.
dc.relationPhysica A
dc.relation2.132
dc.relation0,773
dc.rightsAcesso restrito
dc.sourceWeb of Science
dc.subjectLevy flight
dc.subjectpower-law distributions
dc.subjectstochastic processes
dc.subjectstock market
dc.titleThe gradually truncated Levy flight for systems with power-law distributions
dc.typeArtigo


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