Multiscale analysis of complex time series: integration of chaos and random fractal theory, and beyond
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Bibliographische Detailangaben
1. Verfasser: Gao, Jianbo 1966- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: 2007
Schlagworte:
Online-Zugang:FRO01
UBG01
URL des Erstveröffentlichers
Beschreibung:Includes bibliographical references (pages 319-346) and index
Cover -- COVER -- TOC36;CONTENTS -- Preface -- CH36;1 Introduction -- 146;1 Examples of multiscale phenomena -- 146;2 Examples of challenging problems to be pursued -- 146;3 Outline of the book -- 146;4 Bibliographic notes -- CH36;2 Overview of fractal and chaos theories -- 246;1 Prelude to fractal geometry -- 246;2 Prelude to chaos theory -- 246;3 Bibliographic notes -- 246;4 Warmup exercises -- CH36;3 Basics of probability theory and stochastic processes -- 346;1 Basic elements of probability theory -- 346;2 Commonly used distributions -- 346;3 Stochastic processes -- 346;4 Special topic58; How to find relevant information for a new field quickly -- 346;5 Bibliographic notes -- 346;6 Exercises -- CH36;4 Fourier analysis and wavelet multiresolution analysis -- 446;1 Fourier analysis -- 446;2 Wavelet multiresolution analysis -- 446;3 Bibliographic notes -- 446;4 Exercises -- CH36;5 Basics of fractal geometry -- 546;1 The notion of dimension -- 546;2 Geometrical fractals --
- 546;3 Power law and perception of self45;similarity -- 546;4 Bibliographic notes -- 546;5 Exercises -- CH36;6 Self45;similar stochastic processes -- 646;1 General definition -- 646;2 Brownian motion 40;Bm41; -- 646;3 Fractional Brownian motion 40;fBm41; -- 646;4 Dimensions of Bm and fBm processes -- 646;5 Wavelet representation of fBm processes -- 646;6 Synthesis of fBm processes -- 646;7 Applications -- 646;8 Bibliographic notes -- 646;9 Exercises -- CH36;7 Stable laws and Levy motions -- 746;1 Stable distributions -- 746;2 Summation of strictly stable random variables -- 746;3 Tail probabilities and extreme events -- 746;4 Generalized central limit theorem -- 746;5 Levy motions -- 746;6 Simulation of stable random variables -- 746;7 Bibliographic notes -- 746;8 Exercises -- CH36;8 Long memory processes and structure45;function45;based multifractal analysis -- 846;1 Long memory58; basic definitions -- 846;2 Estimation of the Hurst parameter --
- 846;3 Random walk representation and structure45;function8211;based multifractal analysis -- 846;4 Other random walk45;based scaling parameter estimation -- 846;5 Other formulations of multifractal analysis -- 846;6 The notion of finite scaling and consistency of H estimators -- 846;7 Correlation structure of ON47;OFF intermittency and Levy motions -- 846;8 Dimension reduction of fractal processes using principal component analysis -- 846;9 Broad applications -- 846;10 Bibliographic notes -- 846;11 Exercises -- CH36;9 Multiplicative multifractals -- 946;1 Definition -- 946;2 Construction of multiplicative multifractals -- 946;3 Properties of multiplicative multifractals -- 946;4 Intermittency in fully developed turbulence -- 946;5 Applications -- 946;6 Bibliographic notes -- 946;7 Exercises -- CH36;10 Stage45;dependent multiplicative processes -- 1046;1 Description of the model -- 1046;2 Cascade representation of 147;fb processes --
- 1046;3 Application58; Modeling heterogeneous Internet traffic -- 1046;4 Bibliographic notes -- 1046;5 Exercises -- CH36;11 Models of power45;law45;type behavior -- 1146;1 Models for heavy45;tailed distribution -- 1146;2 Models for 147; fb processes -- 1146;3 Applications -- 1146;4 Bibliographic notes -- 1146;5 Exerci
Beschreibung:1 online resource (xiv, 352 pages) illustrations
ISBN:0470191643
0470191651
0471654701
9780470191644
9780470191651
9780471654704

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