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Stable Lévy Process

​
range of values
2
α
1
new path
​
This Demonstration shows the path of a symmetric stable Lévy process. Such a process has the property of "self-similarity" with Hurst exponent
1
α
(where
α
is the index of stability) and independent increments (unlike fractional Brownian motion, whose increments are not independent except in the case of Hurst exponent
1
2
). For
α=2
, the stable Lévy process coincides with ordinary Brownian motion. In this Demonstration, you can vary the parameter
α
between 0 and 2 and the vertical range of the plot to zoom in and out.
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