Kernel families | Expression | Parameters values | Weight of the tail | Mean distance travelled, δ |
---|---|---|---|---|
Exponential |
| α >0 | Rapidly varying Exponential | 2α |
Gaussian |
| α >0 | Rapidly varying Thin-tailed |
|
Power-law |
| α>0 a>2 | Regularly varying Fat-tailed |
|
Exponential power |
| α,c>0 | Rapidly varying Thin-tailed for c>1 Fat-tailed for c<1 Exponential for c = 1 |
|