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Author: Govindan Rangarajan
Publisher: Springer
ISBN: 3540448322
Category : Medical
Languages : en
Pages : 406
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Book Description
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).
Author: Govindan Rangarajan
Publisher: Springer
ISBN: 3540448322
Category : Medical
Languages : en
Pages : 406
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Book Description
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).
Author: Arieh Ben-Naim
Publisher: Springer Science & Business Media
ISBN: 9780306463310
Category : Medical
Languages : en
Pages : 366
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Book Description
This is the first book that attempts to study the origin of cooperatvity in binding systems from the molecular point of view. The molecular approach provides a deeper insight into the mechanism of cooperativity and regulation, than the traditional phenomenological approach. This book uses the tools of statistical mechanics to present the molecular theory of cooperativity. Cooperativity is used in a variety of processes-such as loading and unloading of oxygen at relatively small pressure differences; maintaining an almost constant concentration of various compounds in living cells; and switching on and off the reading of genetic information. This book may be used as a textbook by graduate students in Chemistry, Biochemistry and Biophysics, and will also be of interest to researchers in theoretical biochemistry.
Author: Paul Doukhan
Publisher: Springer Science & Business Media
ISBN: 9780817641689
Category : Mathematics
Languages : en
Pages : 744
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Book Description
The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. The last part of the book is devoted to applications in the areas of simulation, estimation and wavelet techniques, traffic in computer networks, econometry and finance, multifractal models, and hydrology. Diagrams and illustrations enhance the presentation. Each article begins with introductory background material and is accessible to mathematicians, a variety of practitioners, and graduate students. The work serves as a state-of-the art reference or graduate seminar text.
Author: Rosario N. Mantegna
Publisher: Cambridge University Press
ISBN: 1139431226
Category : Business & Economics
Languages : en
Pages : 164
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Book Description
This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.
Author: Paul Embrechts
Publisher: Princeton University Press
ISBN: 1400825105
Category : Mathematics
Languages : en
Pages : 125
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Book Description
The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this behavior, and the concept of selfsimilarity for a stochastic process is now proving to be extraordinarily useful. Selfsimilarity translates into the equality in distribution between the process under a linear time change and the same process properly scaled in space, a simple scaling property that yields a remarkably rich theory with far-flung applications. After a short historical overview, this book describes the current state of knowledge about selfsimilar processes and their applications. Concepts, definitions and basic properties are emphasized, giving the reader a road map of the realm of selfsimilarity that allows for further exploration. Such topics as noncentral limit theory, long-range dependence, and operator selfsimilarity are covered alongside statistical estimation, simulation, sample path properties, and stochastic differential equations driven by selfsimilar processes. Numerous references point the reader to current applications. Though the text uses the mathematical language of the theory of stochastic processes, researchers and end-users from such diverse fields as mathematics, physics, biology, telecommunications, finance, econometrics, and environmental science will find it an ideal entry point for studying the already extensive theory and applications of selfsimilarity.
Author: Eberlein
Publisher: Birkhäuser
ISBN:
Category : Mathematics
Languages : en
Pages : 496
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Book Description
Author: I Antoniou
Publisher: CRC Press
ISBN: 9780849306198
Category : Mathematics
Languages : en
Pages : 396
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Book Description
Nobel prize winner Ilya Prigogine writes in his preface: "Irreversibility is a challenge to mathematics...[which] leads to generalized functions and to an extension of spectral analysis beyond the conventional Hilbert space theory." Meeting this challenge required new mathematical formulations-obstacles met and largely overcome thanks primarily to the contributors to this volume." This compilation of works grew out of material presented at the "Hyperfunctions, Operator Theory and Dynamical Systems" symposium at the International Solvay Institutes for Physics and Chemistry in 1997. The result is a coherently organized collective work that moves from general, widely applicable mathematical methods to ever more specialized physical applications. Presented in two sections, part one describes Generalized Functions and Operator Theory, part two addresses Operator Theory and Dynamical Systems. The interplay between mathematics and physics is now more necessary than ever-and more difficult than ever, given the increasing complexity of theories and methods. Here the topics include:
Author: Arieh Y. Ben-Naim
Publisher: Springer Science & Business Media
ISBN: 147573302X
Category : Science
Languages : en
Pages : 358
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Book Description
This is the first book that attempts to study the origin of cooperatvity in binding systems from the molecular point of view. The molecular approach provides a deeper insight into the mechanism of cooperativity and regulation, than the traditional phenomenological approach. This book uses the tools of statistical mechanics to present the molecular theory of cooperativity. Cooperativity is used in a variety of processes-such as loading and unloading of oxygen at relatively small pressure differences; maintaining an almost constant concentration of various compounds in living cells; and switching on and off the reading of genetic information. This book may be used as a textbook by graduate students in Chemistry, Biochemistry and Biophysics, and will also be of interest to researchers in theoretical biochemistry.
Author: D. W. Faulkner
Publisher: IOS Press
ISBN: 9789051992762
Category : Computers
Languages : en
Pages : 324
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Book Description
Multi-media networks based on ATM LAN technology can provide integrated transmission of voice, data and visual information direct to the workstation. Such networks are of strategic importance to organisations which depend upon electronic transactions. The smooth operation of these networks is therefore of critical importance. The aim of this special theme is to investigate the state of corporate networks and provide a view of how emerging new technology will improve communications efficiency. Multi-media networks based on ATM LAN technology can provide integrated transmission of voice, data and visual information direct to the workstation. Such networks are of strategic importance to organisations which depend upon electronic transactions. The smooth operation of these networks is therefore of critical importance. The aim of this special theme is to investigate the state of corporate networks and provide a view of how emerging new technology will improve communications efficiency.
Author: Gianfranco Minati
Publisher: World Scientific
ISBN: 981279347X
Category : Mathematics
Languages : en
Pages : 839
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Book Description
This book contains the Proceedings of the 2007 Conference of the Italian Systems Society. Papers deal with the interdisciplinary study of processes of emergence, considering theoretical aspects and applications from physics, cognitive science, biology, artificial intelligence, economics, architecture, philosophy, music and social systems. Such an interdisciplinary study implies the need to model and distinguish, in different disciplinary contexts, the establishment of structures, systems and systemic properties. Systems, as modeled by the observer, not only possess properties, but are also able to make emergent new properties. While current disciplinary models of emergence are based on theories of phase transitions, bifurcations, dissipative structures, multiple systems and organization, the present volume focuses on both generalizing those disciplinary models and identifying correspondences and new more general approaches. The general conceptual framework of the book relates to the attempt to build a general theory of emergence as a general theory of change, corresponding to Von Bertalanffy''s project for a general system theory.
