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Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes de Aleksand Janicki

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes: Chapman & Hall/CRC Pure and Applied Mathematics

Autor Aleksand Janicki, A. Weron
en Limba Engleză Paperback – 5 sep 2019
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
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Specificații

ISBN-13: 9780367402211
ISBN-10: 0367402211
Pagini: 376
Dimensiuni: 156 x 234 x 25 mm
Greutate: 0.45 kg
Ediția:1
Editura: CRC Press
Colecția CRC Press
Seria Chapman & Hall/CRC Pure and Applied Mathematics

Public țintă

Professional Practice & Development

Cuprins

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.

Recenzii

". . .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

Descriere

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