Lévy process
id:
l-vy-process-164-4865238
title:
Lévy process
text:
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. The
brand slug:
wiki
category slug:
encyclopedia
description:
Stochastic process in probability theory
original url:
https://en.wikipedia.org/wiki/L%C3%A9vy_process
date created:
2004-09-28T21:36:22Z
date modified:
2024-08-28T20:03:51Z
main entity:
{"identifier":"Q1557613","url":"https://www.wikidata.org/entity/Q1557613"}
image:
fields total:
13
integrity:
15