Why can I download complete working office suites with one click, but CPAN is so complicated to use just to download some simple text?
Because you're confused and cranky :)
The purpose of libraries and CPAN is to be re-used, not provide you with cut/paste implementations of algorithms on demand
You can find the formula in the wikipedia://Lévy distribution
Math::GSL is interface to libgsl, so you should look at libgsl sources
http://www.google.com/codesearch#search/&q=gsl_ran_levy&type=cs
http://bzr.savannah.gnu.org/lh/gsl/trunk/annotate/head:/randist/levy.c
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