Simulation and chaotic behavior of α-stable stochastic processes
Author(s)
Bibliographic Information
Simulation and chaotic behavior of α-stable stochastic processes
（Monographs and textbooks in pure and applied mathematics, 178）
M. Dekker, c1994
Available at / 58 libraries
-
National Institutes of Natural Sciences Okazaki Library and Information Center図
417.1/SI9128907210
-
Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
dc20:003/j2542070285095
-
No Libraries matched.
- Remove all filters.
Note
Includes bibliographical references (p. 339-352) and index
Description and Table of Contents
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.
by "Nielsen BookData"
