Properties (55)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:physicist
|
| gptkbp:appliesTo |
Random walks
Anomalous diffusion |
| gptkbp:canEstablish |
Jump processes
Non-Gaussian behavior |
| gptkbp:canLeadTo |
Environmental science
Epidemiology Supply chain management Reliability engineering Network traffic |
| gptkbp:characterizedBy |
Heavy tails
|
| gptkbp:exhibits |
Self-similarity
Fractal behavior |
| gptkbp:hasRelatedPatent |
Biology
Economics Telecommunications |
| gptkbp:hasSibling |
Infinite mean
Infinite variance Location parameter Scale parameter Stability index |
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy distributions
|
| gptkbp:isCharacterizedBy |
Infinite moments
Non-exponential tails Power-law decay |
| gptkbp:isCitedBy |
Characteristic function
|
| gptkbp:isCounteredBy |
Stochastic processes
Monte_Carlo_methods |
| gptkbp:isFacilitatedBy |
Insurance claims
Natural phenomena Stock prices |
| gptkbp:isRelatedTo |
Brownian motion
Information theory Queueing theory Stochastic calculus Random fractals Lévy_flights |
| gptkbp:isStudiedIn |
Engineering
Finance Mathematics Physics Statistics |
| gptkbp:isUsedBy |
Natural disasters
Market crashes Extreme events |
| gptkbp:isUsedFor |
Laplace transform
Cumulative distribution function Probability density function |
| gptkbp:isUsedIn |
Risk management
Statistical mechanics Option pricing |
| gptkbp:namedAfter |
gptkb:Paul_Lévy
|
| gptkbp:relatedTo |
Stable distributions
|
| gptkbp:usedIn |
Finance
Physics |