Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

Aleksand Janicki, A. Weron (Autoren)

Buch | Hardcover

376 Seiten

1993
Crc Press Inc (Verlag)
978-0-8247-8882-7 (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.

Erscheint lt. Verlag	16.11.1993
Reihe/Serie	Chapman & Hall/CRC Pure and Applied Mathematics
Verlagsort	Bosa Roca
Sprache	englisch
Maße	156 x 234 mm
Gewicht	635 g
Themenwelt	Informatik ► Grafik / Design ► Digitale Bildverarbeitung
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-8247-8882-6 / 0824788826
ISBN-13	978-0-8247-8882-7 / 9780824788827
Zustand	Neuware