Processi stocastici stabili non gaussiani

The statistical properties of stable non-Gaussian stochastic processes are briefiy discussed. A physical approach is used to solve the paradox of Lévy stable probability density with infinite variance observed in experiments and simulations of physical systems. We also discuss the technique of the study of the probability of retum of Lévy stable stochastic processes and a simple and accurate algorithm generating Lévy stable stochastic processes recently proposed