Description
This book is about new computer methods for approximating, simulating, and visualizing alpha-stable stochastic processes. The book is complete and includes full references to recent literature. The book also has many references to the literature and a wealth of useful and interesting examples exhibiting various types of behavior. A C program presented in an appendix was used to carry out the simulations.
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes. Review: . . .it is remarkably complete and includes full references to recent literature. ---The Royal Statistical Society Throughout the book there are many references to the literature and a wealth of useful and interesting examples exhibiting various types of behavior. A C program presented in an appendix was used to carry out the simulations. ---Zentralblatt fur Mathematik, 2000
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