Lévy's random walk

GPTKB entity

Properties (61)
Predicate Object
gptkbp:instanceOf stochastic process
gptkbp:canEstablish phase transitions
long-range dependence
superdiffusion
gptkbp:canLeadTo supply chain management
queueing theory
Monte_Carlo_methods
gptkbp:exhibits non-Gaussian_behavior
gptkbp:hasCharacter heavy-tailed distributions
gptkbp:hasRelatedPatent physics
https://www.w3.org/2000/01/rdf-schema#label Lévy's random walk
gptkbp:isActiveIn statistical physics
quantum_mechanics
gptkbp:isAttendedBy stochastic calculus
gptkbp:isATypeOf random walk
gptkbp:isAvenueFor telecommunications
biological systems
climate modeling
gptkbp:isCharacterizedBy non-locality
asymmetry
jumps
infinite variance
random jumps
gptkbp:isCitedBy gptkb:Lévy_distribution
gptkbp:isConnectedTo information theory
chaos theory
self-similarity
gptkbp:isConsidered risk management
gptkbp:isDescribedAs financial markets
random processes
market crashes
gptkbp:isFacilitatedBy natural phenomena
anomalous diffusion
gptkbp:isInfluencedBy external factors
initial conditions
gptkbp:isNamedAfter gptkb:Paul_Lévy
gptkbp:isRelatedTo gptkb:Lévy_processes
gptkb:fractional_Brownian_motion
data analysis
time series analysis
complex systems
randomized algorithms
stochastic differential equations
random fractals
gptkbp:isStudiedIn computer science
mathematics
operations research
neuroscience
econometrics
gptkbp:isUsedBy transport phenomena
social phenomena
ecological dynamics
stock price movements
extreme events
gptkbp:isUsedIn artificial intelligence
finance
machine learning
risk assessment
signal processing
network theory
option pricing models