Aleksand Janicki, A. Weron

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

• Broschiertes Buch

Produktbeschreibung

Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.

Produktdetails

• Verlag: Taylor & Francis Ltd (Sales)
• Seitenzahl: 376
• Erscheinungstermin: 5. September 2019
• Englisch
• Abmessung: 233mm x 156mm x 25mm
• Gewicht: 580g
• ISBN-13: 9780367402211
• ISBN-10: 0367402211
• Artikelnr.: 57732827

Autorenporträt

Janicki, Aleksand; Weron, A.

Inhaltsangabe

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.