Statements (50)
| Predicate | Object |
|---|---|
| gptkbp:instance_of |
gptkb:Statistician
|
| gptkbp:characterized_by |
heavy tails
|
| gptkbp:has |
undefined
|
| gptkbp:has_cumulative_distribution_function |
CDF(x) = 1 -exp(-x^(-1/2)) for x > 0
|
| gptkbp:has_function |
location parameter
scale parameter shape parameter |
| gptkbp:has_probability_density_function |
PDF(x) = (1/(sqrt(2π) * x^(3/2))) * exp(-1/(2x)) for x > 0
|
| gptkbp:has_variance |
undefined
|
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy distribution
|
| gptkbp:is_applied_in |
anomalous diffusion
|
| gptkbp:is_characterized_by |
gptkb:Lévy_process
gptkb:non-locality jumps scale invariance asymptotic behavior self-similarity Lévy-Khintchine representation subordination generalized central limit theorem convergence of random variables infinitely divisible distributions heavy-tailed behavior infinite variance non-exponential decay power-law tails discontinuous paths infinite moments Laplace transform exists for certain parameters characteristic function exists exponential tails for certain parameters stochastic calculus applications |
| gptkbp:is_related_to |
Brownian motion
random walks fractional Brownian motion Lévy flight |
| gptkbp:is_special_case_of |
stable distribution
|
| gptkbp:is_used_in |
gptkb:Telecommunications
risk management insurance mathematics option pricing models network traffic modeling |
| gptkbp:named_after |
gptkb:Paul_Lévy
|
| gptkbp:related_to |
stochastic processes
|
| gptkbp:support |
(0, ∞)
|
| gptkbp:used_in |
physics
finance queueing theory |
| gptkbp:bfsParent |
gptkb:Antoine_Lévy
|
| gptkbp:bfsLayer |
6
|