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Processes with Long-Range Correlations

Name: Processes with Long-Range Correlations
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540401292
Price: 116.04 EUR
Availability: InStock

Theory and Applications

Автор: G. Rangarajan, M. Ding

Език:

Корици: С твърди корици

Издател: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Наличност: Външен склад в ограничено количество

Изпращаме след 13-18 дни

116.04 € 226.95 лв

Processes with long range correlations occur in a wide variety of fields ranging from physics and bi...

Информация за книгата

Автор

G. Rangarajan, M. Ding

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2003

страници

398

EAN

9783540401292

ISBN

3540401296

Enbook ID

01562620

Издател

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Теглоt

1690

Размери

155 x 234 x 27

Пълно описание

Processes with long range correlations occur in a wide variety of fields ranging from physics and biology to economics and finance. This book, suitable for both graduate students and specialists, brings the reader up to date on this rapidly developing field. A distinguished group of experts have been brought together to provide a comprehensive and well-balanced account of basic notions and recent developments. The book is divided into two parts. The first part deals with theoretical developments in the area. The second part comprises chapters dealing primarily with three major areas of application: anomalous diffusion, economics and finance, and biology (especially neuroscience). TOC:Prediction of L-Memory Time Series: A Tutorial Review.- Fractional Brownian Motion and Fractional Gaussian Noise.- Scaling and Wavelets: An Introductory Walk.- Wavelet Estimation for the Hurst Parameter in Stable Processes.- From Stationarity to Self-Similarity, and Back: Variations on the Lamperti Transformation.- Fractal Sums of Pulses and a Practical Challenge to the Distinction Between Local and Global Dependence.- Supra-Diffusion.- Fractional Diffusion Processes: Probability Distributions and Continuous Time Random Walk.- First Passage Distributions for Long-Memory Processes.- Non-Gaussian Statistics and Anomalous Diffusion in Porous Media.- Direct Transport in AC-Driven Hamiltonian Systems.- Patterns and Correlations in Economic Phenomena Uncovered Using Concepts of Statistical Physics.- Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.- Interaction Models for Common Long-Range Dependence in Asset Price Volatility.- Long Memory and Economic Growth in the World Economy Since the 19th Century.- Correlations and Memory in Neurodynamical Systems.- Long-Range Dependence in Human Sensorimotor Coordination.- Scaling and Criticality in Large-Scale Neuronal Activity.- Multifractals: From Modeling to Control of Broadband Network Traffic.