Module levy 

Lévy flights: heavy-tailed random walks using alpha-stable distributions.

Implements the Chambers-Mallows-Stuck algorithm for stable random variates, 2D Lévy flights, and the Cauchy flight special case.

Structs

CauchyFlight

Cauchy flight: special case of Lévy flight with alpha = 1. The Cauchy distribution has undefined mean and variance (extremely heavy tails).

LevyFlight

Lévy flight with alpha-stable step lengths.

LevyRenderer

Render a Lévy flight path with step-size-dependent glyph size.

Functions

stable_random

Generate a random variate from a symmetric alpha-stable distribution using the Chambers-Mallows-Stuck (CMS) algorithm.

stable_random_scaled

Generate a stable random variate with given scale parameter.