Processes with long-range correlations : theory and applications
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 bee...
Kaydedildi:
| Yazar: | |
|---|---|
| Diğer Yazarlar: | |
| Materyal Türü: | Livre numérique |
| Dil: | Anglais |
| Baskı/Yayın Bilgisi: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Seri Bilgileri: | Lecture notes in physics
621 |
| Konular: | |
| Online Erişim: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Not: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Processes with long-range correlations, theory and applications, G. Rangarajan, M. Ding (eds.), Berlin, Springer, 2003, 1 volume (XVIII-392 p.), Lecture notes in physics, 3-540-40129-6 • Processes with Long-Range Correlations, Texte imprimé, 9783642072673 • Processes with Long-Range Correlations, Texte imprimé, 9783662143841 |
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| 008 | 110927q2000 xxe ||| |||| 00| 0 eng d | ||
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| 020 | |a 9783540448327 (PDF) | ||
| 041 | 0 | |a eng | |
| 082 | |a 612.8 | ||
| 100 | 1 | |a Rangarajan, Govindan, |d 19..- | |
| 245 | 1 | 0 | |a Processes with long-range correlations : |b theory and applications |c [edited by] G. Rangarajan, M. Ding. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in physics |v 621 |x 1616-6361 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Theory -- Prediction of Long-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 -- Applications -- 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 -- Directed 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 Prices 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 -- Long-Range Dependence in Heartbeat Dynamics -- Multifractals: From Modeling to Control of Broadband Network Traffic. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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). | ||
| 650 | |a Série chronologique | ||
| 650 | |a Corrélation (statistique) | ||
| 650 | |a Physique statistique | ||
| 700 | 1 | |a Ding, Mingzhou. |4 pbd | |
| 776 | 0 | |0 078647428 |t Processes with long-range correlations |o theory and applications |f G. Rangarajan, M. Ding (eds.) |c Berlin |n Springer |d 2003 |p 1 volume (XVIII-392 p.) |s Lecture notes in physics |z 3-540-40129-6 | |
| 776 | 0 | |t Processes with Long-Range Correlations |b Texte imprimé |z 9783642072673 | |
| 776 | 0 | |t Processes with Long-Range Correlations |b Texte imprimé |z 9783662143841 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/3-540-44832-2 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-HKC06ZPT-W |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:750629339 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/3-540-44832-2 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:753986108 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/3-540-44832-2 |z Accès INSA CVL | |
| 997 | |0 973125 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||