1st Edition

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

ISBN 9780367402211
Published September 5, 2019 by CRC Press
376 Pages

USD $74.95

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Book Description

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

Table of Contents

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.

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Janicki, Aleksand; Weron, A.