Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
Rezensionen / Stimmen
". . .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
Reihe
Sprache
Verlagsort
Verlagsgruppe
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
Professional
Maße
Höhe: 240 mm
Breite: 161 mm
Dicke: 25 mm
Gewicht
ISBN-13
978-0-8247-8882-7 (9780824788827)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Klassifikation
Janicki\, Aleksand; Weron\, A.
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.
