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The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily.

This Demonstration shows a path of the normal inverse Gaussian (NIG) Levy process and the graph of the probability density of the process at various moments in time. The NIG process is a pure-jump Levy process with infinite variation, which has been use...

Contributed by: Piotr Teklinski, Piotr Wroblewski, and Andrzej Kozlowski

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