Simulation and Chaotic Behavior of A-stable Stochastic Processes (Pure and Applied Mathematics)

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!

First Sentence

We start with the historical overview of a development of investigations and applications of -stable random variables and processes.

Subjects

Other Editions

• Simulation and Chaotic Behavior of A-stable Stochastic Processes (Pure and Applied Mathematics)HardcoverCRC1993-11-16
• Simulation and chaotic behavior of [alpha]-stable stochastic processesM. Dekker1994-01-01