Multi-scaling properties of truncated Levy flights
Statistical Mechanics
2007-05-23 v1 Chaotic Dynamics
Abstract
Multi-scaling properties of one-dimensional truncated Levy flights are studied. Due to the broken self-similarity of the distribution of jumps, they are expected to possess multi-scaling properties in contrast to the ordinary Levy flights. We argue this fact based on a smoothly truncated Levy distribution, and derive the functional form of the scaling exponents. Specifically, they exhibit bi-fractal behavior, which is the simplest case of multi-scaling.
Keywords
Cite
@article{arxiv.cond-mat/0002027,
title = {Multi-scaling properties of truncated Levy flights},
author = {Hiroya Nakao},
journal= {arXiv preprint arXiv:cond-mat/0002027},
year = {2007}
}
Comments
9 pages, 6 figures, accepted for publication in Phys. Lett. A