  Properties of random and fluctuating systems are often studied through the
use of Gaussian distributions. However, in a number of situations, rare events
have drastic consequences, which can not be explained by Gaussian statistics.
Considerable efforts have thus been devoted to the study of non Gaussian
fluctuations such as L\'evy statistics, generalizing the standard description
of random walks. Unfortunately only macroscopic signatures, obtained by
averaging over many random steps, are usually observed in physical systems. We
present experimental results investigating the elementary process of anomalous
diffusion of photons in hot atomic vapours. We measure the step size
distribution of the random walk and show that it follows a power law
characteristic of L\'evy flights.
