Geodesic
Model of the diffusion process with heavy tails in the distribution
Vestnik KRAUNC. Fiziko-matematičeskie nauki, no. 2 (2017), pp. 53-58

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A generator of stable random variables is developed. Numerical simulation of the diffusion process with a heavy tail.
Mots-clés : stable random variables, diffusion, diffusion packet.
Keywords: heavy tail, Levy process 
@article{VKAM_2017_2_a3,
     author = {L. E. Zakharov},
     title = {Model of the diffusion process with heavy tails in the distribution},
     journal = {Vestnik KRAUNC. Fiziko-matemati\v{c}eskie nauki},
     pages = {53--58},
     publisher = {mathdoc},
     number = {2},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VKAM_2017_2_a3/}
}
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L. E. Zakharov. Model of the diffusion process with heavy tails in the distribution. Vestnik KRAUNC. Fiziko-matematičeskie nauki, no. 2 (2017), pp. 53-58. http://geodesic.mathdoc.fr/item/VKAM_2017_2_a3/