Gorenflo, Rudolf; Fabritiis, Gianni De; Mainardi, Francesco - In: Physica A: Statistical Mechanics and its Applications 269 (1999) 1, pp. 79-89
We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index α (0α⩽2), in the symmetric case. We show that by properly scaled transition to vanishing space and time steps our random walk models converge to the...