We investigate some properties of Levy processes in the context of subordinators. Levy walks can be represented as subordinators of random walks and Levy flights are random walks with trajectories composed of self-similar jumps. Levy processes provide a framework for modelling many physical phenomena. In this paper we consider, as an illustration, crime models based on Brownian motion and Levy flights. We perform numerical simulations in different scenarios to analyze some properties of the processes, particularly regimes of aggregation and fist time passage.
@article{3903,
title = {Levy processes, subordinators and crime modelling},
journal = {Novi Sad Journal of Mathematics},
volume = {46},
year = {2017},
language = {EN},
url = {http://dml.mathdoc.fr/item/3903}
}
Levajkovic, Tijana; Mena, Hermann; Zarfl, Martin. Levy processes, subordinators and crime modelling. Novi Sad Journal of Mathematics, Tome 46 (2017) . http://gdmltest.u-ga.fr/item/3903/