标题： 任意截断的莱维飞行：不对称截断和高阶相关性 显示英文标题

标题： Arbitrary Truncated Levy Flight: Asymmetrical Truncation and High-Order Correlations

摘要： 提出了一种广义相关方法来描述随机金融过程，这种方法在统计无线电物理学中已被成功用于描述非高斯随机过程。 广义相关方法被用来描述一般情况下具有独立同分布增量的非高斯随机游走，并研究了高阶相关性。 找到了不对称截断Lévy分布的累积量。 考虑了作为随机游走特例的不对称截断Lévy飞行的行为。 结果表明，在Lévy区域中，不对称截断Lévy飞行值之间存在高阶相关性。 高阶相关性的来源是非高斯增量：增量偏度产生三重相关性，增量峰度产生四重相关性。 显示英文摘要

摘要： The generalized correlation approach, which has been successfully used in statistical radio physics to describe non-Gaussian random processes, is proposed to describe stochastic financial processes. The generalized correlation approach has been used to describe a non-Gaussian random walk with independent, identically distributed increments in the general case, and high-order correlations have been investigated. The cumulants of an asymmetrically truncated Levy distribution have been found. The behaviors of asymmetrically truncated Levy flight, as a particular case of a random walk, are considered. It is shown that, in the Levy regime, high-order correlations between values of asymmetrically truncated Levy flight exist. The source of high-order correlations is the non-Gaussianity of the increments: the increment skewness generates threefold correlation, and the increment kurtosis generates fourfold correlation.