Properties (50)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:physicist
|
| gptkbp:caseOutcome |
stable distribution
|
| gptkbp:characterizedBy |
heavy tails
|
| gptkbp:hasAccessibilityFeatures |
non-standard form
|
| gptkbp:hasArea |
undefined
|
| gptkbp:hasContribution |
non-analytic form
|
| gptkbp:hasFeature |
location parameter
scale parameter shape parameter |
| gptkbp:hasRelatedPatent |
option pricing
risk management signal processing |
| gptkbp:hasVariants |
infinite
|
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy distribution
|
| gptkbp:isCharacterizedBy |
complex systems
scale invariance asymptotic behavior chaotic behavior random walks self-similarity anomalous diffusion long-range dependence random fractals infinite mean infinite variance power-law tails stochastic volatility fractal properties heavy-tailed nature infinite moments leptokurtic behavior multi-fractal behavior non-ergodic behavior non-exponential tails non-stationary processes self-similar processes subexponential decay non-linear_dynamics non-Gaussian_behavior non-linear_scaling |
| gptkbp:isRelatedTo |
Brownian motion
Lévy_flight |
| gptkbp:isUsedIn |
telecommunications
anomaly detection insurance modeling |
| gptkbp:namedAfter |
gptkb:Paul_Lévy
|
| gptkbp:relatedTo |
stochastic processes
|
| gptkbp:usedIn |
physics
finance queueing theory |