Simulation and chaotic behavior of α-stable stochastic processes
著者
書誌事項
Simulation and chaotic behavior of α-stable stochastic processes
（Monographs and textbooks in pure and applied mathematics, 178）
M. Dekker, c1994
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注記
Includes bibliographical references (p. 339-352) and index
内容説明・目次
内容説明
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
目次
- 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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