Aleksand Janicki, A. Weron

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

• Gebundenes Buch

Produktbeschreibung

Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.

Produktdetails

• Verlag: Taylor & Francis Ltd (Sales)
• Seitenzahl: 376
• Erscheinungstermin: 16. November 1993
• Englisch
• Abmessung: 235mm x 163mm x 22mm
• Gewicht: 640g
• ISBN-13: 9780824788827
• ISBN-10: 0824788826
• Artikelnr.: 21976112

Autorenporträt

Janicki\, Aleksand; Weron\, A.

Inhaltsangabe

Preliminary remarks
Brownian motion, poisson process, alpha-stable Levy motion
computer simulation of alpha-stable random variables
stochastic integration
spectral representations of stationary processes
computer approximations of continuous time processes
examples of alpha-stable stochastic modelling
convergence of approximate methods
chaotic behaviour of stationary processes
hierarchy of chaos for stable and ID stationary processes. Appendix - a guide to simulation.