Simulation and Chaotic Behavior of Alpha-Stable Stochastic Processes

Zusatztext ". . .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 Informationen zum Autor Janicki\, Aleksand; Weron\, A. Klappentext Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes. Zusammenfassung Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes. Inhaltsverzeichnis 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.

Product details

• Authors: Aleksand Janicki, Aleksand Weron Janicki, Aleksander Janicki, Aleksander Weron Janicki, Janicki Janicki, JANICKI ALEKSANDER WERON ALEKSAN, A. Weron, A. Janicki Weron, Aleksander Weron
• Assisted by: Zuhair Nashed (Editor of the series), Earl Taft (Editor of the series)
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 16.11.1993
• EAN: 9780824788827
• ISBN: 978-0-8247-8882-7
• No. of pages: 376
• Series: Pure and Applied Mathematics; Chapman & Hall/CRC Pure and Applied Mathematics; Chapman & Hall/CRC Pure and Applied Mathematics
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; MATHEMATICS / Probability & Statistics / General, SCIENCE / Chaotic Behavior in Systems, Probability & statistics, Stochastics, Probability and statistics, 3D graphics & modelling, Chaos Theory, COMPUTERS / Design, Graphics & Media / Graphics Tools, 3D graphics and modelling