Lévy distribution
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위키데이터
- ID : Q1042429
말뭉치
- We assume that \( U \) has the standard Lévy distribution.[1]
- Open the Special Distribution Calculator and select the Lévy distribution.[1]
- Open the Special Distribtion Simulator and select the Lévy distribution.[1]
- We assume again that \( U \) has the standard Lévy distribution.[1]
- Another important property of the Lévy distribution is that its probability density function (PDF) can be expressed analytically.[2]
- Another application: when a photon travels in a turbid medium, the length of its path follows the Lévy distribution.[2]
- The Levy distribution, named after Paul Pierre Lévy, is one of the few distributions that are stable and that have probability density functions that are analytically expressible.[3]
- In probability theory and statistics, the Lévy distribution, named after Paul Lévy, is a continuous probability distribution for a non-negative random variable.[4]
- Random samples from the Lévy distribution can be generated using inverse transform sampling.[4]
- The Lévy distribution of solar flare waiting time events (time between flare events) was demonstrated for CGRO BATSE hard x-ray solar flares in December 2001.[5]
- The Lévy distribution is given by f ( x ; 1 2 , 1 , 1 , 0 ) .[5]
- Several extensive studies have recently shown that short-term rates of return on stock indices and on single stocks are distributed according to the truncated Levy distribution.[6]
- In this paper we suggest that the Levy distribution of rates of return originates from the Pareto-law wealth distribution among investors.[6]
- This model generates a truncated Levy distribution of stock returns.[6]
- We propose a modified (truncated) Levy distribution to characterize this variation.[7]
- The Lévy distribution has infinite variance and sometimes infinite mean.[8]
- If the random walkers choose steps from a Levy distribution, their final locations will trace out the same Levy distribution.[9]
- More precisely, Levy flights can result if the differences in density between two points in interstellar space are drawn from a Levy distribution.[9]
- For example, a collection of randomly oriented density steps (Burger's turbulence) will produce a Levy distribution with beta=1 (also known as a Cauchy or Lorentzian distribution).[9]
- Some distributional properties of Levy distribution are presented.[10]
- Based on the distributional properties a characterization of the Levy distribution is shown.[10]
- In this work, a more objective procedure based on a statistical measure of discrepancy between the empirical and the Pareto-Levy distribution is presented.[11]
- In this work, is investigated the impact of the substitution of the uniform distribution, used in the generation of BRKGA random keys, by the use of the Levy distribution.[12]
- Can someone help me figure out how I can get parameter estimates for a levy distribution using R?[13]
- Now I am looking to calculate the following parameters for a Levy distribution : delta and gamma.[13]
- We show that this random behavior of τ d is best described by Levy distribution.[14]
- It is known that a long tail is characteristic of Levy distribution.[14]
- Hence, emission times of resonantly trapped light in each case may be described by Levy distribution.[14]
- Fluctuations in time delay in emission of resonantly trapped light in microspheres of magnetite obey Levy distribution.[14]
- The Levy distribution, named after Paul Levy, is one of the three stable distributions whose probability density function (pdf) can be expressed in a simple closed form.[15]
- Stock price fluctuations can be more appropriately modeled using the Levy distribution rather than the normal distribution.[15]
- If Z and X + Y 4 are identically distributed, then f ( x ) is the pdf of the Levy distribution given by (1.1).[15]
- For the standard Levy distribution, we can take σ = 2 .[15]
소스
- ↑ 1.0 1.1 1.2 1.3 The Lévy Distribution
- ↑ 2.0 2.1 Lévy Distribution: Definition, PDF, Examples
- ↑ Levy distribution
- ↑ 4.0 4.1 Lévy distribution
- ↑ 5.0 5.1 Stable distribution
- ↑ 6.0 6.1 6.2 Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns
- ↑ Use of a Levy Distribution for Modeling Best Case Execution Time Variation
- ↑ Lévy Distribution -- from Wolfram MathWorld
- ↑ 9.0 9.1 9.2 Interstellar Levy Flights
- ↑ 10.0 10.1 Some Inferences on the Levy distribution
- ↑ On fitting the Pareto Levy distribution to stock market index data: Selecting a suitable cutoff value
- ↑ A study of the levy distribution in generation of BRKGA random keys applied to global optimization
- ↑ 13.0 13.1 Parameters for a Levy distribution in R
- ↑ 14.0 14.1 14.2 14.3 Levy distribution of time delay in emission of resonantly trapped light in ferrodispersions
- ↑ 15.0 15.1 15.2 15.3 On Some Characterizations of the Levy Distribution
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위키데이터
- ID : Q1042429
Spacy 패턴 목록
- [{'LOWER': 'lévy'}, {'LEMMA': 'distribution'}]
- [{'LOWER': 'levy'}, {'LEMMA': 'distribution'}]