"Simulation and Chaotic Behavior of alpha-Stable
Stochastic Processes"
A.Janicki, A.Weron
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 modeling of various problems arising in economics, finances, chemistry, physics, and engineering - providing accurate descriptions of real life 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 modelling ... 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!
With over 100 computer figures and carefully selected citations to the literature, "Simulation and Chaotic Behavior of alpha-Stable Stochastic Processes" is an invaluable reference for applied mathematicians and probabilists working with stochastic processes, chaos, stochastic modeling, discrete and approximate methods in stochastic analysis, and the applications of statistical methods; electrical and electronics engineers; financiers; physicists; biologists; and chemists; as well as an excellent text for upper-level undergraduate and graduate students in these disciplines taking courses in stochastic processes.