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

Related Articles

INFORMATION AND COMPUTER TECHNOLOGIES

The paper proposes a numerical method for solving the problem, based on the use of the method of lines to reduce the problem to a system of ordinary differential equations with unknown parameters. Next, we use a special...

ELECTROMAGNETIC MANIFESTATIONS OF THE ACTIVE CRUST

The geological environment of the earth’s crust is considered as a non-equilibrium active open system. It is shown that the rock is a favorable medium for the occurrence of seismic-acoustic oscillations and unfavorable f...

CERTAIN PROPERTIES OF FRACTIONAL INTEGRO-DIFFERENTIATION OPERATOR OF FUNCTIONS IN OTHER FEATURES

Prove an important lemma for the operator of fractional integro-differentiation of functions of other functions.

ABOUT PAINLEVE PROPERTY OF A HYDRODYNAMIC SYSTEM

We represent conditions of hydrodynamic system when it passes the Painleve test. We use Kovaleskaya-Gambie method for fourth order ordinary differential system. We obtain Lorenz-like dynamic, hydrodynamic system.

MANIFESTATION OF THE WORLDS’S CENTERS OF LIGHTNING ACTIVITY IN THE WHISTLER IN KAMCHATKA

We study the possible sources of Kamchatka whistlers in March and September 2013. Using these global networks WWLLN and AWDANet and methods of correlation anaziz shown that statistically significant sources are located i...

Download PDF file
  • EP ID EP494526
  • DOI 10.18454/2079-6641-2017-18-2-53-58
  • Views 98
  • 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