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Vestnik KRAUNC. Fiziko-Matematicheskie Nauki, 2017, Number 2(18), Pages 53–58
DOI: https://doi.org/10.18454/2079-6641-2017-18-2-53-58 (Mi vkam198) 		 
MATHEMATICAL MODELING

Model of the diffusion process with heavy tails in the distribution

L. E. Zakharov

Vitus Bering Kamchatka State University
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DOI: https://doi.org/10.18454/2079-6641-2017-18-2-53-58
Abstract: A generator of stable random variables is developed. Numerical simulation of the diffusion process with a heavy tail.
Keywords: stable random variables, diffusion, heavy tail, Levy process, diffusion packet.
Received: 30.05.2017
Bibliographic databases:
Document Type: Article
UDC: 519.676
MSC: 60G52
Language: Russian
Citation: L. E. Zakharov, “Model of the diffusion process with heavy tails in the distribution”, Vestnik KRAUNC. Fiz.-Mat. Nauki, 2017, no. 2(18), 53–58
Citation in format AMSBIB
\Bibitem{Zak17}
\by L.~E.~Zakharov
\paper Model of the diffusion process with heavy tails in the distribution
\jour Vestnik KRAUNC. Fiz.-Mat. Nauki
\yr 2017
\issue 2(18)
\pages 53--58
\mathnet{http://mi.mathnet.ru/vkam198}
\crossref{https://doi.org/10.18454/2079-6641-2017-18-2-53-58}
\elib{https://elibrary.ru/item.asp?id=29344611}
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