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Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes
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Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes Hardcover - 1993 - 1st Edition

by Aleksand Janicki; A. Weron


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We start with the historical overview of a development of investigations and applications of -stable random variables and processes.

Details

  • Title Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes
  • Author Aleksand Janicki; A. Weron
  • Binding Hardcover
  • Edition number 1st
  • Edition 1
  • Pages 376
  • Volumes 1
  • Language ENG
  • Publisher CRC Press
  • Date 1993-11-16
  • Features Bibliography, Index
  • ISBN 9780824788827 / 0824788826
  • Weight 1.41 lbs (0.64 kg)
  • Dimensions 9.26 x 6.4 x 0.88 in (23.52 x 16.26 x 2.24 cm)
  • Library of Congress subjects Stochastic processes - Data processing
  • Library of Congress Catalog Number 93021359
  • Dewey Decimal Code 003.76
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Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes (Chapman & Hall/CRC Pure and Applied Mathematics)

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Marcel Dekker Inc, 1994. Hardcover. New. 1st edition. 376 pages. 9.50x6.50x1.00 inches.
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Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes (Chapman & Hall/CRC Pure...

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

by Janicki, Aleksander; Weron, Aleksander

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ISBN 10 / ISBN 13
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Marcel Dekker, 1993 8vo (23.5 cm), [6], VII, [5], 355, [1] pp. Publisher's laminated boards (minor shelf-wear). Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes. Chapter headings include: 1. Preliminary remarks; 2. Brownian motion, poisson process, alpha-stable Levy motion; 3. Computer simulation of alpha-stable random variables; 4. Stochastic integration; 5. Spectral representations of stationary processes; 6. Computer approximations of continuous time processes; 7. Examples of alpha-stable stochastic modelling; 8. Convergence of approximate methods; 9. Chaotic behaviour of stationary processes; 10. Hierarchy of chaos for stable and ID stationary processes. Appendix: A guide to simulation.
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