Anomalous Stochastics A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications /
This textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as "black swans," with a particular focus on (multi-)fractal approaches and continuous-time random walks. The authors present a systematic examination of the subjec...
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| स्वरूप: | इलेक्ट्रोनिक ई-पुस्तक |
| भाषा: | अंग्रेज़ी |
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Cham :
Springer Nature Switzerland : Imprint: Springer,
2025.
|
| संस्करण: | 1st ed. 2025. |
| श्रृंखला: | Understanding Complex Systems,
|
| विषय: | |
| ऑनलाइन पहुंच: | https://doi.org/10.1007/978-3-031-80392-5 |
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| 100 | 1 | |a Chorowski, Michał. |e author. |0 (orcid)0000-0002-8078-6837 |1 https://orcid.org/0000-0002-8078-6837 |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Anomalous Stochastics |h [electronic resource] : |b A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications / |c by Michał Chorowski, Tomasz Gubiec, Ryszard Kutner. |
| 250 | |a 1st ed. 2025. | ||
| 264 | 1 | |a Cham : |b Springer Nature Switzerland : |b Imprint: Springer, |c 2025. | |
| 300 | |a 1 online resource (XV, 402 p. 70 illus.). |b 16 illus. in color. | ||
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| 490 | 1 | |a Understanding Complex Systems, |x 1860-0840 | |
| 505 | 0 | |a Introduction -- Fundamental Concepts -- Singular Stochastic Processes -- Non-deterministic Fractals -- Signatures and Causes of Multifractality -- Dispersive Transport and Diffusion -- Fractal Wanderings -- Valley Model of Multifractal Continuous-time Random Wandering on Amorphous Substrates -- Statistics of Extremes -- Limit Theorems on the Stock Market -- Comprehensive Partition Function: A Universal Tool in Multifractality. | |
| 520 | |a This textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as "black swans," with a particular focus on (multi-)fractal approaches and continuous-time random walks. The authors present a systematic examination of the subject, tracing its inception and providing a multi-directional perspective. By drawing on real-world experiences in finance, physics, and technology, the book underscores the practical relevance of anomalous stochastic processes for practitioners dealing with real-world data from complex systems. The content is based on a series of interdisciplinary physics lectures that have been delivered to undergraduate and graduate students at the University of Warsaw for nearly two decades. Updated to reflect recent developments, this book is a valuable resource for graduate students, ambitious undergraduate students, and researchers interested in random processes and the practical implications of anomalous processes. Familiarity with fundamental principles of probability theory, algebra, and basic concepts of differential and integral calculus is assumed, while a foundational understanding of mathematical statistics, stochastic processes, and statistical thermodynamics is recommended. Additionally, each chapter includes practical exercises designed to help readers master the concepts, develop practical skills, and serve as teaching material. | ||
| 532 | 8 | |a Accessibility summary: This PDF does Not fully comply with PDF/UA standards but does include limited screen reader support, descriptions for Non-text content (such as images and graphs), bookmarks for easy navigation, and searchable, selectable text. Users of assistive technologies may experience difficulty navigating or interpreting content in this document. We recognise the importance of accessibility and welcome queries about accessibility for any of our products. If you have a question or an access need, please get in touch with us via https://www.springernature.com/gp/info/accessibility | |
| 532 | 8 | |a Inaccessible, or known limited accessibility | |
| 532 | 8 | |a No reading system accessibility options actively disabled | |
| 532 | 8 | |a Publisher contact for further accessibility information: accessibilitysupport@springernature.com | |
| 588 | |a Print version record. | ||
| 650 | 0 | |a Stochastic processes. | |
| 650 | 0 | |a System theory. | |
| 650 | 0 | |a Statistical Physics. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Statistics . | |
| 650 | 1 | 4 | |a Stochastic Processes. |
| 650 | 2 | 4 | |a Complex Systems. |
| 650 | 2 | 4 | |a Statistical Physics. |
| 650 | 2 | 4 | |a Applied Probability. |
| 650 | 2 | 4 | |a Statistics in Business, Management, Economics, Finance, Insurance. |
| 700 | 1 | |a Gubiec, Tomasz. |e author. |0 (orcid)0000-0002-5184-9202 |1 https://orcid.org/0000-0002-5184-9202 |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Kutner, Ryszard. |e author. |0 (orcid)0000-0002-4949-8781 |1 https://orcid.org/0000-0002-4949-8781 |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
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| 776 | 0 | 8 | |i Printed edition: |z 9783031803918 |
| 776 | 0 | 8 | |i Printed edition: |z 9783031803932 |
| 776 | 0 | 8 | |i Printed edition: |z 9783031803949 |
| 830 | 0 | |a Understanding Complex Systems, |x 1860-0840 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-031-80392-5 |
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