Proof that the Expected Value of a Levy Distribution diverges?

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If this question has already been answered, please link me because I could not find anything online.

I have been using exponential Brownian motion in my models of stochastic population dynamics. The hitting times form a Levy distribution, which we cannot compute the expectation of. I am aware that the expectation of a Levy distribution diverges due to the heavy tails of the distribution, but how can I justify this analytically? We could set up the integral as $$\int xp(x)dx$$ but what exactly are we computing?

Thank you in advance for any insight!