The drawing on the left shows the path of a dot traversing a Lévy flight. Most steps are small, but occasionally, the dot jumps a long way. This forms a pattern of clumps made up of smaller clumps made up of smaller clumps. The drawing on the right, by contrast, shows Brownian motion. The random motions of a speck of dust are Brownian. The dust can travel significant distances, but only by a series of steps. It doesn't make huge jumps.
Credit: Wikipedia
Found in: Numbers
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