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Concept information

Preferred term

Lévy process  

Definition

  • In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random, in which displacements in pairwise disjoint time intervals are independent, and displacements in different time intervals of the same length have identical probability distributions. A Lévy process may thus be viewed as the continuous-time analog of a random walk. (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/L%C3%A9vy_process)

Broader concept

Entry terms

  • Lévy dynamics
  • Lévy flight
  • Lévy walk

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URI

http://data.loterre.fr/ark:/67375/MDL-TV9J6CWJ-C

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