So called fat tailed distributions are a random walk. It’s just that their sample distribution is a power law (no mean hence fat tail). Example of which is a Lé

So called fat tailed distributions are a random walk. It’s just that their sample distribution is a power law (no mean hence fat tail). Example of which is a Lévy flight: a random walk with a heavy tail. Here’s a link for your perusal: https://en.wikipedia.org/wiki/L%C3%A9vy_flight https://en.wikipedia.org/wiki/L%C3%A9vy_flight