Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes by Aleksand Janicki
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes
Summary
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes Summary
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes Reviews
. . .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
About Aleksand Janicki
Janicki, Aleksand; Weron, A.
Table of Contents
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.
Additional information
NLS9780367402211
9780367402211
0367402211
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes by Aleksand Janicki
New
Paperback
Taylor & Francis Ltd
2019-09-05
376
N/A
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