Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provid
Multifractals: theory and applications
β Scribed by David Harte
- Publisher
- Chapman & Hall/CRC
- Year
- 2001
- Tongue
- English
- Leaves
- 248
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from the both areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation of statistical properties of estimates of the Renyi fractal dimensions.The first section provides introductory material and different definitions of a multifractal measure. The author then examines some of the various constructions for describing multifractal measures. Building from the theory of large deviations, he focuses on constructions based on lattice coverings, covering by point-centered spheres, and cascades processes. The final section presents estimators of Renyi dimensions of integer order two and greater and discusses their properties. It also explores various applications of dimension estimation and provides a detailed case study of spatial point patterns of earthquake locations. Estimating fractal dimensions holds particular value in studies of nonlinear dynamical systems, time series, and spatial point patterns. With its careful yet practical blend of multifractals, estimation methods, and case studies, Multifractals: Theory and Applications provides a unique opportunity to explore the estimation methods from a statistical perspective.
β¦ Subjects
ΠΠ°ΡΠ΅ΠΌΠ°ΡΠΈΠΊΠ°;ΠΡΡΡΠ°Ρ Π³Π΅ΠΎΠΌΠ΅ΡΡΠΈΡ;
π SIMILAR VOLUMES
Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provid
<p>In this book, experts from academia and industry present the latest advances in scientific theory relating to applied electromagnetics and examine current and emerging applications particularly within the fields of electronics, communications, and computer technology. The book is based on present
<p>In this book, experts from academia and industry present the latest advances in scientific theory relating to applied electromagnetics and examine current and emerging applications particularly within the fields of electronics, communications, and computer technology. The book is based on present
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, 198
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, 198