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Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

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Author Info

  • Aleksander Janicki
  • Aleksander Weron

Abstract

CONTENTS: 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.

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File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9401.pdf
File Function: TOC, Preface and sample chapter
Download Restriction: no

File URL: http://www.crcpress.com/product/isbn/9780824788827
File Function: Original published version (CRC/Marcel Dekker)
Download Restriction: Yes

Bibliographic Info

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This book is provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Books with number hsbook9401 and published in 1994.

Handle: RePEc:wuu:hsbook:hsbook9401

Note: Published by Marcel Dekker, New York
Contact details of provider:
Postal: Wybrzeze Wyspianskiego 27, 50-370 Wroclaw
Phone: +48-71-3203530
Fax: +48-71-3202654
Email:
Web page: http://prac.im.pwr.wroc.pl/~hugo
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