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<h3 class="section">20.12 The Levy alpha-Stable Distributions</h3>
<div class="defun">
— Function: double <b>gsl_ran_levy</b> (<var>const gsl_rng * r, double c, double alpha</var>)<var><a name="index-gsl_005fran_005flevy-1756"></a></var><br>
<blockquote><p><a name="index-Levy-distribution-1757"></a>This function returns a random variate from the Levy symmetric stable
distribution with scale <var>c</var> and exponent <var>alpha</var>. The symmetric
stable probability distribution is defined by a Fourier transform,
There is no explicit solution for the form of p(x) and the
library does not define a corresponding <code>pdf</code> function. For
\alpha = 1 the distribution reduces to the Cauchy distribution. For
\alpha = 2 it is a Gaussian distribution with <!-- {$\sigma = \sqrt{2} c$} -->
\sigma = \sqrt{2} c. For \alpha < 1 the tails of the
distribution become extremely wide.
<p>The algorithm only works for <!-- {$0 < \alpha \le 2$} -->
0 < alpha <= 2.
</p></blockquote></div>
<pre class="sp">
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