Vinogradov, Dmitry V. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 24, pp. 5794-5800
The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight...