Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

Aleksander Janicki and Aleksander Weron

in HSC Books from Hugo Steinhaus Center, Wroclaw University of Science and Technology

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.

Date: 1994
Note: Published by Marcel Dekker, New York
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Citations: View citations in EconPapers (129)

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