Henri Léon Lévy (Lévy oscillator)

Henri Léon Lévy, known for Lévy oscillators, studied a special type of random process called Lévy flights. Unlike normal oscillations, which are smooth and predictable, Lévy oscillators involve sudden, large jumps. These jumps follow a statistical pattern called a Lévy distribution, characterized by heavy tails—meaning rare but significant events. This model helps describe phenomena with abrupt changes, such as financial market swings or particle movements in complex environments. Essentially, Lévy oscillators provide a mathematical way to understand systems where extreme, unpredictable shifts are more common than in traditional models.