Simulation and chaotic behavior of [alpha]-stable stochastic processes
By: Aleksander Janicki, Aleksander Weron.
Contributors: Weron, A.
Series: Monographs and textbooks in pure and applied mathematics ;; 178
Publisher: M. Dekker
Published: 1994
Place of publication: New York
Language: eng
Number of pages: 355
Subjects: Stochastic processes -- Data processing.
Description: This practical reference/text presents new computer methods of approximation, simulation, and visualization for a host of [alpha]-stable stochastic processes and shows how [alpha]-stable variates are useful in the modeling of various problems arising in economics, finances, chemistry, physics, and engineering - providing accurate descriptions of real phenomena.

Offering detailed proofs for most of the results obtained, Simulation and Chaotic Behavior of [alpha]-Stable Stochastic Processes examines the properties of [alpha]-stable random variables and processes . . . supplies theoretical investigations and computer illustrations of the hierarchy of chaos for stochastic processes with applications to stochastic modeling . . . studies and characterizes the ergodic properties of different classes of stochastic processes . . . demonstrates how to apply the results obtained to a wide variety of disciplines . . . and more!
Notes: Includes bibliographical references (p. 339-352) and index.