COMPUTER INVESTIGATION OF CHAOTIC BEHAVIOR OF
STATIONARY -STABLE PROCESSES
Aleksander Janicki
Aleksander Weron
Abstract: In this paper we present a method of computer investigation of chaotic behavior of
stationary -stable stochastic processes, i.e., an important class of processes with cadlag
trajectories. Our results are based on spectral representations of such processes and on
theorems characterizing their ergodic and mixing properties. Computer simulation
techniques, appropriate numerical integration algorithms and computer graphics provide
some results useful in applications.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -