Levy walks / power law distributions using Unity / C#

First of all, this is my first question here. I'm a Unity/C# novice (self taught for about 2 years). So far I've been doing quite well in getting things to work (apart from probably falling into various performance-running pitfalls, which doesn't matter too much for what I'm doing), but this has me stumped!

I'm wanting to create some AIs with a Levy flight based random walk. I've currently got them moving with a completely random walk (random distance between a min and max value, and random waiting time between a min and max value). I'm aware that Levy flights draw both these blues from a power law distribution but I can't see any direct way of doing that in C#.

Has anyone attempted this before?

(Also, as I say, I'm a programming novice, so please make your responses as close to Layman's as possible!)