Close Notification

Your cart does not contain any items

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

Aleksand Janicki A. Weron



We can order this in for you
How long will it take?


CRC Press
30 August 2019
Applied mathematics
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
By:   Aleksand Janicki, A. Weron
Imprint:   CRC Press
Country of Publication:   United Kingdom
Dimensions:   Height: 234mm,  Width: 156mm, 
ISBN:   9780367402211
ISBN 10:   0367402211
Pages:   376
Publication Date:   30 August 2019
Audience:   College/higher education ,  Primary
Format:   Paperback
Publisher's Status:   Active
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.

Janicki, Aleksand; Weron, A.

Reviews for Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

. . .it is remarkably complete and includes full references to recent literature. ---The Royal Statistical Society Throughout the book there are many references to the literature and a wealth of useful and interesting examples exhibiting various types of behavior. A C program presented in an appendix was used to carry out the simulations. ---Zentralblatt fur Mathematik, 2000

See Also