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001 978-3-540-44832-7
003 DE-He213
005 20190213151643.0
007 cr nn 008mamaa
008 100715s2003 gw | s |||| 0|eng d
020 _a9783540448327
_9978-3-540-44832-7
024 7 _a10.1007/3-540-44832-2
_2doi
050 4 _aRC321-580
072 7 _aPSAN
_2bicssc
072 7 _aMED057000
_2bisacsh
072 7 _aPSAN
_2thema
082 0 4 _a612.8
_223
245 1 0 _aProcesses with Long-Range Correlations
_h[electronic resource] :
_bTheory and Applications /
_cedited by Govindan Rangarajan, Mingzhou Ding.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2003.
300 _aXVIII, 398 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Physics,
_x0075-8450 ;
_v621
505 0 _aTheory -- 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.
520 _aProcesses 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 0 _aNeurosciences.
650 0 _aNeurobiology.
650 0 _aEconomic theory.
650 0 _aStatistical physics.
650 1 4 _aNeurosciences.
_0http://scigraph.springernature.com/things/product-market-codes/B18006
650 2 4 _aNeurobiology.
_0http://scigraph.springernature.com/things/product-market-codes/L25066
650 2 4 _aComplex Systems.
_0http://scigraph.springernature.com/things/product-market-codes/P33000
650 2 4 _aEconomic Theory/Quantitative Economics/Mathematical Methods.
_0http://scigraph.springernature.com/things/product-market-codes/W29000
650 2 4 _aStatistical Physics and Dynamical Systems.
_0http://scigraph.springernature.com/things/product-market-codes/P19090
700 1 _aRangarajan, Govindan.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aDing, Mingzhou.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642072673
776 0 8 _iPrinted edition:
_z9783540401292
776 0 8 _iPrinted edition:
_z9783662143841
830 0 _aLecture Notes in Physics,
_x0075-8450 ;
_v621
856 4 0 _uhttps://doi.org/10.1007/3-540-44832-2
912 _aZDB-2-PHA
912 _aZDB-2-LNP
912 _aZDB-2-BAE
999 _c11422
_d11422