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Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

Aleksand Janicki A. Weron

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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


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