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IntLevPy: A Python library to classify and model intermittent and Lévy processes
Shailendra Bhandari, Pedro Lencastre, Sergiy Denysov, Yurii Byst · 2025-06-04 · via cs.NE updates on arXiv.org

IntLevPy provides a comprehensive description of the IntLevPy Package, a Python library designed for simulating and analyzing intermittent and Lévy processes. The package includes functionalities for process simulation, including full parameter estimation and fitting optimization for both families of processes, moment calculation, and classification methods. The classification methodology utilizes adjusted-$R^2$ and a noble performance measure Γ, enabling the distinction between intermittent and Lévy processes. IntLevPy integrates iterative parameter optimization with simulation-based validation. This paper provides an in-depth user guide covering IntLevPy software architecture, installation, validation workflows, and usage examples. In this way, IntLevPy facilitates systematic exploration of these two broad classes of stochastic processes, bridging theoretical models and practical applications.

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