A Cautionary note on modeling with fractional Lévy flights

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 21, 2008, Pages 5024-5032

  Heyde, C C ^a,b   Sly, Allan ^c  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Fractional Levy flights; Multifractal; Self similar

Indexed keywords

COMPLEX SYSTEMS; ELSEVIER (CO); INFINITE VARIANCES; LINEAR SCALING; MULTIFRACTALITY; TEMPORAL SCALING (TS);

EID: 47649115395     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.05.029     Document Type: Article

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