Multifractals and 1/ƒ Noise

Wild Self-Affinity in Physics (1963–1976)

Häftad, Engelska, 2014

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Beskrivning

Certain noises, many aspects of turbulence, and almost all aspects of finance exhibit a level of temporal and spatial variability whose "wildness" impressed itself vividly upon the author, Benoit Mandelbrot, in the early 1960's.

Produktinformation

Utgivningsdatum:2014-01-03
Mått:155 x 235 x 25 mm
Vikt:668 g
Format:Häftad
Språk:Engelska
Antal sidor:442
Förlag:Springer-Verlag New York Inc.
ISBN:9781461274346

Utforska kategorier

Topologi inom Naturvetenskap och teknik

Innehållsförteckning

Preface.- Panorama of grid-bound self affine variablity.- Sketches of prehistory and history.- Scaling, invariants and fixed points.- Filtering and specifications of self-affinity.- Short pieces.- New model for error clustering on telephone circuits.- Additional tests on clustering.- Self-similarity and conditional stationarity.- 1/f noises and the infrared catastrophe.- Co-indicator functions and related 1/f noises.- Sporadic random functions and conditional spectra: Self-similar examples and limits.- Random sets of multiplicity for trigonometric series.- Sporadic turbulence.- Intermittent free turbulence.- Lognormal hypothesis and distribution of energy dissipation in intermittent turbulence.- Intermittent turbulence in self-similar cascades: Divergence of high moments and dimension of the carrier.- Iterated random multiplications and invariance under randomly weighted averaging.- 'On certain martingales of Benoit Mandelbrot'.- Intermittent turbulence and fractal dimension: the kurtosis and the spectral exponent 5 3 + B.- Fractal dimension, dispersion, and singularities of fluid motion.- Elementary fractals and multifractals.- Bibliography.- Index.