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5.16: The Lévy Distribution
https://stats.libretexts.org/Bookshelves/Probability_Theory/Probability_Mathematical_Statistics_and_Stochastic_Processes_(Siegrist)/05%3A_Special_Distributions/5.16%3A_The_Levy_Distribution
The Lévy distribution, named for the French mathematician Paul Lévy, is important in the study of Brownian motion, and is one of only three stable distributions whose probability density function can ...The Lévy distribution, named for the French mathematician Paul Lévy, is important in the study of Brownian motion, and is one of only three stable distributions whose probability density function can be expressed in a simple, closed form.

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