Multifractals and 1/ƒ Noise: Wild Self-Affinity in Physics (1963–1976)
Saved in:
Bibliographic Details
Main Author: Mandelbrot, Benoit B. (Author)
Format: Electronic eBook
Language:English
Published: New York, NY Springer New York 1999
Subjects:
Online Access:Volltext
Item Description: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. He soon realized that those phenomena cannot be described by simply adapting the statistical techniques of earlier physics, or even extending those techniques slightly. It appeared that the study of finance and turbulence could not move forward without the recognition that those phenomena represented a new second stage of indeterminism. Altogether new mathematical tools were needed. The papers in this Selecta volume reflect that realization and the work that Dr. Mandelbrot did toward the development of those new tools
Physical Description:1 Online-Ressource (VIII, 442 p)
ISBN:9781461221500
9781461274346
DOI:10.1007/978-1-4612-2150-0

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text