Levy flights constructed on basis of non-Gaussian Markovian random noise

B. M. Grafov
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Abstract

Levy's flights constructed on basis of non-Gaussian Markovian random noise are in concordance with the central limit theorem of theory of probability. The result received may be of interest for general theory of nonlinear stochastic dynamics.
基于非高斯马尔可夫随机噪声构造的列维飞行
基于非高斯马尔可夫随机噪声构造的Levy飞行符合概率论的中心极限定理。所得结果可能对非线性随机动力学的一般理论有意义。
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