dc.contributor | Universidade Estadual Paulista (Unesp) | |
dc.date.accessioned | 2014-05-20T15:26:15Z | |
dc.date.accessioned | 2022-10-05T16:37:01Z | |
dc.date.available | 2014-05-20T15:26:15Z | |
dc.date.available | 2022-10-05T16:37:01Z | |
dc.date.created | 2014-05-20T15:26:15Z | |
dc.date.issued | 1999-06-01 | |
dc.identifier | Physica A. Amsterdam: Elsevier B.V., v. 268, n. 1-2, p. 231-239, 1999. | |
dc.identifier | 0378-4371 | |
dc.identifier | http://hdl.handle.net/11449/36446 | |
dc.identifier | 10.1016/S0378-4371(99)00028-X | |
dc.identifier | WOS:000080802400019 | |
dc.identifier.uri | http://repositorioslatinoamericanos.uchile.cl/handle/2250/3908172 | |
dc.description.abstract | Power-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.language | eng | |
dc.publisher | Elsevier B.V. | |
dc.relation | Physica A | |
dc.relation | 2.132 | |
dc.relation | 0,773 | |
dc.rights | Acesso restrito | |
dc.source | Web of Science | |
dc.subject | Levy flight | |
dc.subject | power-law distributions | |
dc.subject | stochastic processes | |
dc.subject | stock market | |
dc.title | The gradually truncated Levy flight for systems with power-law distributions | |
dc.type | Artigo | |