PERHAPS A GIFT VOUCHER FOR MUM?: MOTHER'S DAY

Close Notification

Your cart does not contain any items

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

Aleksand Janicki A. Weron A. Weron Earl Taft

$131

Paperback

Not in-store but you can order this
How long will it take?

QTY:

English
CRC Press
05 September 2019
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.

By:   , ,
Series edited by:  
Imprint:   CRC Press
Country of Publication:   United Kingdom
Dimensions:   Height: 234mm,  Width: 156mm, 
Weight:   453g
ISBN:   9780367402211
ISBN 10:   0367402211
Series:   Chapman & Hall/CRC Pure and Applied Mathematics
Pages:   376
Publication Date:  
Audience:   Professional and scholarly ,  Undergraduate
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