Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes
1st Edition
Published on 28. July 2021
376 pages
978-1-000-44780-4 (ISBN)
Description
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
Reviews / Votes
". . .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
More details
Series
Edition
1. Auflage
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
Professional and scholarly
Product notice
Reflowable
ISBN-13
978-1-000-44780-4 (9781000447804)
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 Classification
Other editions
Additional editions
Aleksand Janicki | A. Weron
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes
Book
09/2019
1st Edition
CRC Press
€96.60
Shipment within 15-20 days
Aleksand Janicki | A. Weron
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes
Book
11/1993
1st Edition
CRC Press
€379.50
Shipment within 15-20 days
Persons
Janicki, Aleksand; Weron, A.
Content
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.
