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The calculation process of the Lévy distribution is:

$$\mathrm{L\acute{e}vy}(\beta) \sim \frac{\varphi \times u}{|v|^\frac{1}{\beta}}$$

where $\mathrm{L\acute{e}vy}(\beta)$ is a Lévy random number obeying the Lévy distribution; $u$ and $v$ obey the standard normal distribution; $\beta$ is a constant value $0<\beta<2$.

The calculation formula of $\varphi$ is as follows:

$$\varphi = \left( \frac{\Gamma(1+\beta) \times \sin \big(\pi \times \frac{\beta}{2} \big)}{\Gamma \left( \big(\frac{1+\beta}{2} \big) \times \beta \times 2^{\frac{\beta-1}{2}} \right)} \right)^\frac{1}{\beta}$$

where $\Gamma()$ is the Gamma function.

I want to calculate:

$$R = \text{abs} \big(R_0 \times \mathrm{L\acute{e}vy}(\beta) \big)$$

but I don't know how to calculate $\mathrm{L\acute{e}vy}(\beta)$ or how to take the value of $u$ and $v$. How should this $\mathrm{L\acute{e}vy}(\beta)$ be calculated?

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    $\begingroup$ But basically all you need is a way to generate the normal random variables u,v; everything else is just plugging into your formula. There are a number of generic algorithms, e.g. Box-Muller, and many languages have such a function built in. So you should specify the language you are using. $\endgroup$ Commented Sep 8, 2021 at 18:00
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    $\begingroup$ Hi, there are blind and visually impaired users of this site who interact with it using screen readers. The screen readers can't handle the equation in your screenshot. Please edit the post to include the equation as LaTeX. If it helps, we have some resources on using LaTeX on Cross Validated. $\endgroup$ Commented Sep 16, 2021 at 3:06

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