Lévy process

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What Wikipedia says

In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random, in which displacements in pairwise disjoint time intervals are independent, and displacements in different time intervals of the same length have identical probability distributions.

Excerpt from the Wikipedia article “Lévy process”, under the CC BY-SA 4.0 license. Read the article on Wikipedia