Since the seminal work of the Italian economist Vilfredo Pareto, the study of wealth and income has been a topic of active scientific exploration engaging researches ranging from economics and political science to econophysics and complex systems. This paper investigates the intrinsic fractality...

We explore the correlation-structure of a large class of random processes, driven by non-Gaussian Lévy noise sources with possibly infinite variances. Examples of such processes include Lévy motions, Lévy-driven Ornstein–Uhlenbeck motions, Lévy-driven moving-average processes, fractional...