Buch, Englisch, 376 Seiten, Format (B × H): 156 mm x 233 mm, Gewicht: 580 g
Buch, Englisch, 376 Seiten, Format (B × H): 156 mm x 233 mm, Gewicht: 580 g
Reihe: Chapman & Hall/CRC Pure and Applied Mathematics
ISBN: 978-0-367-40221-1
Verlag: Taylor & Francis Ltd (Sales)
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
Zielgruppe
Professional Practice & Development
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
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.