Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

Aleksand Janicki, A. Weron (Autoren)

Buch | Softcover

376 Seiten

2019
CRC Press (Verlag)
978-0-367-40221-1 (ISBN)

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

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.

Erscheinungsdatum	30.09.2019
Reihe/Serie	Chapman & Hall/CRC Pure and Applied Mathematics
Verlagsort	London
Sprache	englisch
Maße	156 x 234 mm
Gewicht	453 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
ISBN-10	0-367-40221-1 / 0367402211
ISBN-13	978-0-367-40221-1 / 9780367402211
Zustand	Neuware