Concept information
Preferred term
Lévy process
Definition(s)
- 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(s)
Synonym(s)
- Lévy dynamics
- Lévy flight
- Lévy walk
In other languages
-
French
URI
http://data.loterre.fr/ark:/67375/MDL-TV9J6CWJ-C
{{label}}
{{#each values }} {{! loop through ConceptPropertyValue objects }}
{{#if prefLabel }}
{{/if}}
{{/each}}
{{#if notation }}{{ notation }} {{/if}}{{ prefLabel }}
{{#ifDifferentLabelLang lang }} ({{ lang }}){{/ifDifferentLabelLang}}
{{#if vocabName }}
{{ vocabName }}
{{/if}}