Simulation and chaotic behavior of alpha-stable stochastic processes. (2021)
- Record Type:
- Book
- Title:
- Simulation and chaotic behavior of alpha-stable stochastic processes. (2021)
- Main Title:
- Simulation and chaotic behavior of alpha-stable stochastic processes
- Further Information:
- Note: Aleksand Janicki, A. Weron.
- Authors:
- Janicki, Aleksander, 1946-
Weron, A - 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.
- Edition:
- 1st
- Publisher Details:
- Boca Raton : CRC Press
- Publication Date:
- 2021
- Extent:
- 1 online resource
- Subjects:
- 003.76
Stochastic processes -- Data processing - Languages:
- English
- ISBNs:
- 9781000447804
- Related ISBNs:
- 9781000445077
9781003208877 - Notes:
- Note: Description based on CIP data; resource not viewed.
- Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.630058
- Ingest File:
- 05_042.xml