Abstract
We introduce a class of stochastic process, the truncated Lévy flight (TLF), in which the arbitrarily large steps of a Lévy flight are eliminated. We find that the convergence of the sum of independent TLFs to a Gaussian process can require a remarkably large value of —typically in contrast to for common distributions. We find a well-defined crossover between a Lévy and a Gaussian regime, and that the crossover carries information about the relevant parameters of the underlying stochastic process.
- Received 18 May 1994
DOI:https://doi.org/10.1103/PhysRevLett.73.2946
©1994 American Physical Society