Anomalous Stochastics
portes grátis
Anomalous Stochastics
A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications
Chorowski, Michal; Kutner, Ryszard; Gubiec, Tomasz
Springer International Publishing AG
04/2025
392
Dura
9783031803918
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Introduction.- Fundamental Concepts.- Singular Stochastic Processes.- Non-deterministic Fractals.- Signatures and Causes of Multifractality.- Dispersive Transport and Diffusion.- Fractal Wanderings.- Valley Model of Multifractal Continuous-time Random Wandering on Amorphous Substrates.- Statistics of Extremes.- Limit Theorems on the Stock Market.- Comprehensive Partition Function: A Universal Tool in Multifractality.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Anomalous Diffusion;Theory of Extreme Events, 'Black Swans';Fat-tail Distribution;Continous Time Random Walk;Weierstrass Wandering;Levy Wandering;Non-Debye (Non-exponential) Relaxation;Multifractal Wandering;Fractional Diffusion;Master Equation with Memory;Generalized Master Equation;Scaling Equations;Log-periodic Oscillations;Anomalous Stochastic Process
Introduction.- Fundamental Concepts.- Singular Stochastic Processes.- Non-deterministic Fractals.- Signatures and Causes of Multifractality.- Dispersive Transport and Diffusion.- Fractal Wanderings.- Valley Model of Multifractal Continuous-time Random Wandering on Amorphous Substrates.- Statistics of Extremes.- Limit Theorems on the Stock Market.- Comprehensive Partition Function: A Universal Tool in Multifractality.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Anomalous Diffusion;Theory of Extreme Events, 'Black Swans';Fat-tail Distribution;Continous Time Random Walk;Weierstrass Wandering;Levy Wandering;Non-Debye (Non-exponential) Relaxation;Multifractal Wandering;Fractional Diffusion;Master Equation with Memory;Generalized Master Equation;Scaling Equations;Log-periodic Oscillations;Anomalous Stochastic Process
