What does lévy flight mean?

Definitions for lévy flight
lévy flight

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Wiktionary

  1. Lévy flightnoun

    A type of random walk in which the increments are distributed according to a heavy-tailed distribution i.e. there are a significant number of large increments

Wikipedia

  1. Lévy flight

    A Lévy flight, named for French mathematician Paul Lévy, is a random walk in which the step-lengths have a probability distribution that is heavy-tailed. When defined as a walk in a space of dimension greater than one, the steps made are in isotropic random directions. The term "Lévy flight" was coined by Benoît Mandelbrot, who used this for one specific definition of the distribution of step sizes. He used the term Cauchy flight for the case where the distribution of step sizes is a Cauchy distribution, and Rayleigh flight for when the distribution is a normal distribution (which is not an example of a heavy-tailed probability distribution). Later researchers have extended the use of the term "Lévy flight" to include cases where the random walk takes place on a discrete grid rather than on a continuous space.The particular case for which Mandelbrot used the term "Lévy flight" is defined by the survivor function (commonly known as the survival function) of the distribution of step-sizes, U, being Pr ( U > u ) = { 1 : u < 1 , u − D : u ≥ 1. {\displaystyle \Pr(U>u)={\begin{cases}1&:\ u<1,\\u^{-D}&:\ u\geq 1.\end{cases}}} Here D is a parameter related to the fractal dimension and the distribution is a particular case of the Pareto distribution. Later researchers allow the distribution of step sizes to be any distribution for which the survival function has a power-like tail Pr ( U > u ) = O ( u − k ) , {\displaystyle \Pr(U>u)=O(u^{-k}),} for some k satisfying 1 < k < 3. (Here the notation O is the Big O notation.) Such distributions have an infinite variance. Typical examples are the symmetric stable distributions.

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Numerology

  1. Chaldean Numerology

    The numerical value of lévy flight in Chaldean Numerology is: 7

  2. Pythagorean Numerology

    The numerical value of lévy flight in Pythagorean Numerology is: 4

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"lévy flight." Definitions.net. STANDS4 LLC, 2024. Web. 30 Apr. 2024. <https://www.definitions.net/definition/l%C3%A9vy+flight>.

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