I want to implement a random walk with long jumps on a (finite size but very very large) lattice in Z^n. the probability for which a particle jumps from the point from the point h to the point k is assumed to be |h-k|^{-n+a} where a is a real number in (0,2).
I know how to implement a simple classic random walk in Matlab, but where can I find (or how can one write) a good example working (and sufficiently fast) code for this more general problem?
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