TY  - JOUR
A1  - Burnecki, Krzysztof
A1  - Wylomanska, Agnieszka
A1  - Beletskii, Aleksei
A1  - Gonchar, Vsevolod
A1  - Chechkin, Aleksei V.
T1  - Recognition of stable distribution with levy index alpha close to 2
JF  - Physical review : E, Statistical, nonlinear and soft matter physics
N2  - We address the problem of recognizing alpha-stable Levy distribution with Levy index close to 2 from experimental data. We are interested in the case when the sample size of available data is not large, thus the power law asymptotics of the distribution is not clearly detectable, and the shape of the empirical probability density function is close to a Gaussian. We propose a testing procedure combining a simple visual test based on empirical fourth moment with the Anderson-Darling and Jarque-Bera statistical tests and we check the efficiency of the method on simulated data. Furthermore, we apply our method to the analysis of turbulent plasma density and potential fluctuations measured in the stellarator-type fusion device and demonstrate that the phenomenon of the L-H transition from low confinement, L mode, to a high confinement, H mode, which occurs in this device is accompanied by the transition from Levy to Gaussian fluctuation statistics.
Y1  - 2012
U6  - https://doi.org/10.1103/PhysRevE.85.056711
SN  - 1539-3755
VL  - 85
IS  - 5
PB  - American Physical Society
CY  - College Park
ER  -