Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes |

Book

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

ABSTRACT

Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.

TABLE OF CONTENTS

chapter Chapter 1|8 pages

Preliminary Remarks

chapter Chapter 2|26 pages

Brownian Motion, Poisson Process, α-Stable Lévy Motion

chapter Chapter 3|31 pages

Computer Simulation of α-Stable Random Variables

chapter Chapter 4|43 pages

Stochastic Integration

chapter Chapter 5|30 pages

Spectral Representations of Stationary Processes

chapter Chapter 6|29 pages

Computer Approximations of Continuous Time Processes

chapter Chapter 7|32 pages

Examples of α-Stable Stochastic Modeling

chapter Chapter 8|28 pages

Convergence of Approximate Methods

chapter Chapter 9|32 pages

Chaotic Behavior of Stationary Processes

chapter Chapter 10|52 pages

Hierarchy of Chaos for Stable and ID Stationary Processes