Multifractals and 1/ƒ Noise

Multifractals and 1/ƒ Noise PDF Author: Benoit B. Mandelbrot
Publisher: Springer
ISBN: 1461221501
Category : Mathematics
Languages : en
Pages : 448

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Book Description
Mandelbrot is a world renowned scientist, known for his pioneering research in fractal geometry and chaos theory. In this volume, Mandelbrot defends the view that multifractals are intimately interrelated through the two fractal themes of "wildness" and "self-affinity". This link involves a powerful collection of technical tools, which are of use to diverse scientific communities. Among the topics covered are: 1/f noise, fractal dimension and turbulence, sporadic random functions, and a new model for error clustering on telephone circuits.

Multifractal Volatility

Multifractal Volatility PDF Author: Laurent E. Calvet
Publisher: Academic Press
ISBN: 0080559964
Category : Business & Economics
Languages : en
Pages : 273

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Book Description
Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, 1982; Rossi, 1995) models volatility as an average of past shocks, possibly with a noise component. This approach often has difficulty capturing sharp discontinuities and large changes in financial volatility. Their research has shown the advantages of modelling volatility as subject to abrupt regime changes of heterogeneous durations. Using the intuition that some economic phenomena are long-lasting while others are more transient, they permit regimes to have varying degrees of persistence. By drawing on insights from the use of multifractals in the natural sciences and mathematics, they show how to construct high-dimensional regime-switching models that are easy to estimate, and substantially outperform some of the best traditional forecasting models such as GARCH. The goal of Multifractal Volatility is to popularize the approach by presenting these exciting new developments to a wider audience. They emphasize both theoretical and empirical applications, beginning with a style that is easily accessible and intuitive in early chapters, and extending to the most rigorous continuous-time and equilibrium pricing formulations in final chapters. - Presents a powerful new technique for forecasting volatility - Leads the reader intuitively from existing volatility techniques to the frontier of research in this field by top scholars at major universities - The first comprehensive book on multifractal techniques in finance, a cutting-edge field of research

Multifractal Analysis in Hydrology

Multifractal Analysis in Hydrology PDF Author: Pietro Bernardara
Publisher: Editions Quae
ISBN: 2759200620
Category : Science
Languages : en
Pages : 60

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Book Description
This book provides a simplified description of the procedures to be used to perform an analysis of hydrological data within a multifractal framework. After a review of multifractal theory and the presentation of one model for identifying scale invariance properties, examples of applications to rainfall and discharge time series are given. It will be of interest to teachers and researchers in this field, both nationally and abroad.

Benoit Mandelbrot: A Life In Many Dimensions

Benoit Mandelbrot: A Life In Many Dimensions PDF Author: Michael Frame
Publisher: World Scientific
ISBN: 9814635537
Category : Mathematics
Languages : en
Pages : 578

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Book Description
This is a collection of articles, many written by people who worked with Mandelbrot, memorializing the remarkable breadth and depth of his work in science and the arts. Contributors include mathematicians, physicists, biologists, economists, and engineers, as expected; and also artists, musicians, teachers, an historian, an architect, a filmmaker, and a comic. Some articles are quite technical, others entirely descriptive. All include stories about Benoit.Also included are chapters on fractals and music by Charles Wuorinen and by Harlan Brothers, on fractals and finance by Richard Hudson and by Christian Walter, on fractal invisibility cloaks by Nathan Cohen, and a personal reminiscence by Aliette Mandelbrot.While he is known most widely for his work in mathematics and in finance, Benoit influenced almost every field of modern intellectual activity. No other book captures the breadth of all of Benoit's accomplishments.

Molecular Dynamics of Nanostructures and Nanoionics

Molecular Dynamics of Nanostructures and Nanoionics PDF Author: Junko Habasaki
Publisher: CRC Press
ISBN: 1000043274
Category : Medical
Languages : en
Pages : 339

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Book Description
Nanostructured materials with multiple components and complex structures are the current focus of research and are expected to develop further for material designs in many applications in electrochemical, colloidal, medical, pharmaceutical, and several other fields. This book discusses complex nanostructured systems exemplified by nanoporous silicates, spontaneously formed gels from silica-nanocolloidal solutions, and related systems, and examines them using molecular dynamics simulations. Nanoporous materials, nanocolloidal systems, and gels are useful in many applications and can be used in electric devices and storage, and for gas, ion, and drug delivery. The book gives an overview of the history, current status, and frontiers of the field. It also discusses the fundamental aspects related to the common behaviors of some of these systems and common analytical methods to treat them.

The Mathematics of Urban Morphology

The Mathematics of Urban Morphology PDF Author: Luca D'Acci
Publisher: Springer
ISBN: 3030123812
Category : Mathematics
Languages : en
Pages : 556

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Book Description
This edited volume provides an essential resource for urban morphology, the study of urban forms and structures, offering a much-needed mathematical perspective. Experts on a variety of mathematical modeling techniques provide new insights into specific aspects of the field, such as street networks, sustainability, and urban growth. The chapters collected here make a clear case for the importance of tools and methods to understand, model, and simulate the formation and evolution of cities. The chapters cover a wide variety of topics in urban morphology, and are conveniently organized by their mathematical principles. The first part covers fractals and focuses on how self-similar structures sort themselves out through competition. This is followed by a section on cellular automata, and includes chapters exploring how they generate fractal forms. Networks are the focus of the third part, which includes street networks and other forms as well. Chapters that examine complexity and its relation to urban structures are in part four.The fifth part introduces a variety of other quantitative models that can be used to study urban morphology. In the book’s final section, a series of multidisciplinary commentaries offers readers new ways of looking at the relationship between mathematics and urban forms. Being the first book on this topic, Mathematics of Urban Morphology will be an invaluable resource for applied mathematicians and anyone studying urban morphology. Additionally, anyone who is interested in cities from the angle of economics, sociology, architecture, or geography will also find it useful. "This book provides a useful perspective on the state of the art with respect to urban morphology in general and mathematics as tools and frames to disentangle the ideas that pervade arguments about form and function in particular. There is much to absorb in the pages that follow and there are many pointers to ways in which these ideas can be linked to related theories of cities, urban design and urban policy analysis as well as new movements such as the role of computation in cities and the idea of the smart city. Much food for thought. Read on, digest, enjoy." From the foreword by Michael Batty

Fractal Teletraffic Modeling and Delay Bounds in Computer Communications

Fractal Teletraffic Modeling and Delay Bounds in Computer Communications PDF Author: Ming Li
Publisher: CRC Press
ISBN: 100054799X
Category : Computers
Languages : en
Pages : 195

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Book Description
By deploying time series analysis, Fourier transform, functional analysis, min-plus convolution, and fractional order systems and noise, this book proposes fractal traffic modeling and computations of delay bounds, aiming to improve the quality of service in computer communication networks. As opposed to traditional studies of teletraffic delay bounds, the author proposes a novel fractional noise, the generalized fractional Gaussian noise (gfGn) approach, and introduces a new fractional noise, generalized Cauchy (GC) process for traffic modeling. Researchers and graduates in computer science, applied statistics, and applied mathematics will find this book beneficial. Ming Li, PhD, is a professor at Ocean College, Zhejiang University, and the East China Normal University. He has been an active contributor for many years to the fields of computer communications, applied mathematics and statistics, particularly network traffic modeling, fractal time series, and fractional oscillations. He has authored more than 200 articles and 5 monographs on the subjects. He was identified as the Most Cited Chinese Researcher by Elsevier in 2014–2020. Professor Li was recognized as a top 100,000 scholar in all fields in 2019–2020 and a top 2% scholar in the field of Numerical and Computational Mathematics in 2021 by Prof. John P. A. Ioannidis, Stanford University.

Multifractal Based Network Traffic Modeling

Multifractal Based Network Traffic Modeling PDF Author: Murali Krishna P
Publisher: Springer Science & Business Media
ISBN: 9781402075667
Category : Technology & Engineering
Languages : en
Pages : 242

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Book Description
This helpful book provides an overview of existing broadband traffic modelling based on the Poisson process and its variants. It also offers very good coverage of models based on self-similar processes. The authors have focused throughout on the problem of broadband traffic modelling.

Mathematics of Complexity and Dynamical Systems

Mathematics of Complexity and Dynamical Systems PDF Author: Robert A. Meyers
Publisher: Springer Science & Business Media
ISBN: 1461418054
Category : Mathematics
Languages : en
Pages : 1885

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Book Description
Mathematics of Complexity and Dynamical Systems is an authoritative reference to the basic tools and concepts of complexity, systems theory, and dynamical systems from the perspective of pure and applied mathematics. Complex systems are systems that comprise many interacting parts with the ability to generate a new quality of collective behavior through self-organization, e.g. the spontaneous formation of temporal, spatial or functional structures. These systems are often characterized by extreme sensitivity to initial conditions as well as emergent behavior that are not readily predictable or even completely deterministic. The more than 100 entries in this wide-ranging, single source work provide a comprehensive explication of the theory and applications of mathematical complexity, covering ergodic theory, fractals and multifractals, dynamical systems, perturbation theory, solitons, systems and control theory, and related topics. Mathematics of Complexity and Dynamical Systems is an essential reference for all those interested in mathematical complexity, from undergraduate and graduate students up through professional researchers.

Fractal Geometry and Dynamical Systems in Pure and Applied Mathematics II

Fractal Geometry and Dynamical Systems in Pure and Applied Mathematics II PDF Author: David Carfi
Publisher: American Mathematical Soc.
ISBN: 0821891480
Category : Mathematics
Languages : en
Pages : 384

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Book Description
This volume contains the proceedings from three conferences: the PISRS 2011 International Conference on Analysis, Fractal Geometry, Dynamical Systems and Economics, held November 8-12, 2011 in Messina, Italy; the AMS Special Session on Fractal Geometry in Pure and Applied Mathematics, in memory of Benoît Mandelbrot, held January 4-7, 2012, in Boston, MA; and the AMS Special Session on Geometry and Analysis on Fractal Spaces, held March 3-4, 2012, in Honolulu, HI. Articles in this volume cover fractal geometry and various aspects of dynamical systems in applied mathematics and the applications to other sciences. Also included are articles discussing a variety of connections between these subjects and various areas of physics, engineering, computer science, technology, economics and finance, as well as of mathematics (including probability theory in relation with statistical physics and heat kernel estimates, geometric measure theory, partial differential equations in relation with condensed matter physics, global analysis on non-smooth spaces, the theory of billiards, harmonic analysis and spectral geometry). The companion volume (Contemporary Mathematics, Volume 600) focuses on the more mathematical aspects of fractal geometry and dynamical systems.