MODEL OF THE DIFFUSION PROCESS WITH HEAVY TAILS IN THE DISTRIBUTION

Abstract

A generator of stable random variables is developed. Numerical simulation of the diffusion process with a heavy tail

Authors and Affiliations

Igor Zakharov

Keywords

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  • EP ID EP494526
  • DOI 10.18454/2079-6641-2017-18-2-53-58
  • Views 95
  • Downloads 0

How To Cite

Igor Zakharov (2017). MODEL OF THE DIFFUSION PROCESS WITH HEAVY TAILS IN THE DISTRIBUTION. Вестник КРАУНЦ. Физико-математические науки, 2(), 53-58. https://europub.co.uk/articles/-A-494526