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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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Autori principali: Chorowski, Michał (Autore), Gubiec, Tomasz (Autore), Kutner, Ryszard (Autore)
Ente Autore: SpringerLink (Online service)
Natura: Elettronico eBook
Lingua:inglese
Pubblicazione: Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Edizione:1st ed. 2025.
Serie:Understanding Complex Systems,
Soggetti:
Stochastic processes.
System theory.
Statistical Physics.
Probabilities.
Statistics .
Stochastic Processes.
Complex Systems.
Applied Probability.
Statistics in Business, Management, Economics, Finance, Insurance.
Accesso online:https://doi.org/10.1007/978-3-031-80392-5
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Sommario:
  • 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.

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