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Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes [Kõva köide]

, (University of Central Florida, Orlando, USA)
Teised raamatud teemal:
Simulation and Chaotic Behavior of Alpha-stable Stochastic ProcessesSuurem pilt
Teised raamatud teemal:
Püsilink: https://www.kriso.ee/db/9780824788827.html
Märksõnad:
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.

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, finance, chemistry, physics, and engineering. Topics include Brownian motion, Poisson processes, Levy motion, stochastic integration, spectral representations of stationary processes, and hierarchy of chaos for stable and ID stationary processes. Annotation copyright Book News, Inc. Portland, Or.

Arvustused

". . .it is remarkably complete and includes full references to recent literature. " ---The Royal Statistical Society "Throughout the book there are many references to the literature and a wealth of useful and interesting examples exhibiting various types of behavior. A C program presented in an appendix was used to carry out the simulations." ---Zentralblatt fur Mathematik, 2000

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.
Janicki\, Aleksand; Weron\, A.