Buch, Englisch, 376 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 728 g
Buch, Englisch, 376 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 728 g
Reihe: Chapman & Hall/CRC Pure and Applied Mathematics
ISBN: 978-0-8247-8882-7
Verlag: CRC Press
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
Zielgruppe
Professional Practice & Development
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
- Mathematik | Informatik Mathematik Geometrie Dynamische Systeme
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik EDV | Informatik Professionelle Anwendung Computersimulation & Modelle, 3-D Graphik
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.
