Lévy process
In probability theory , a Lévy process , named after the French mathematician Paul Lévy , is a stochastic process with independent , stationary increments: it represents the motion of a point whose successive displacements are random , in which displacements in pairwise disjoint time intervals are independent , and displacements in different time intervals of the same length have identical probability distributions . 
<triplet> Lévy process <subj> Paul Lévy <obj> named after <triplet> Paul Lévy <subj> probability theory <obj> field of work <triplet> random <subj> probability theory <obj> part of