Fractional- and integer-order moments, and multiscaling for smoothly truncated Lévy flights

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 348, Issue 3-6, 2006, Pages 94-109

  Terdik, Gy ^a   Woyczynski, W A ^b   Piryatinska, A ^c  

^a UNIVERSITY OF DEBRECEN   (Hungary)

^b CASE WESTERN RESERVE UNIVERSITY   (United States)

^c CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Fractional and integer order moments; Multiscaling; Truncated L vy flights

Indexed keywords

ALPHA STABLE; INTEGER ORDER; MULTISCALING; SCALING PARAMETER;

EID: 29144506035     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2005.08.083     Document Type: Article

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