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Simulation and chaotic behavior of [alpha]-stable stochastic processes

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A. WeronAleksand JanickiAleksander Janicki2 editions

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!

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3 credited authorsSearch language english

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  • A. Weron

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  • Aleksand Janicki

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    Open Author
  • Aleksander Janicki

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    Open Author

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