Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes: 1st Edition (Hardback) book cover

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

1st Edition

By Aleksand Janicki, A. Weron

CRC Press

376 pages

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Hardback: 9780824788827
pub: 1993-11-16
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Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.


". . .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

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.

About the Series

Chapman & Hall/CRC Pure and Applied Mathematics

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