MULTIFRACTALS THEORY AND APPLICATIONS

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Multifractals

Author : David Harte
ISBN : 9781420036008
Genre : Mathematics
File Size : 87.57 MB
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Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation of statistical properties of estimates of the Renyi fractal dimensions. The first section provides introductory material and different definitions of a multifractal measure. The author then examines some of the various constructions for describing multifractal measures. Building from the theory of large deviations, he focuses on constructions based on lattice coverings, covering by point-centered spheres, and cascades processes. The final section presents estimators of Renyi dimensions of integer order two and greater and discusses their properties. It also explores various applications of dimension estimation and provides a detailed case study of spatial point patterns of earthquake locations. Estimating fractal dimensions holds particular value in studies of nonlinear dynamical systems, time series, and spatial point patterns. With its careful yet practical blend of multifractals, estimation methods, and case studies, Multifractals: Theory and Applications provides a unique opportunity to explore the estimation methods from a statistical perspective.
Category: Mathematics

Random Geometrically Graph Directed Self Similar Multifractals

Author : Lars Olsen
ISBN : 0582253810
Genre : Mathematics
File Size : 54.1 MB
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Multifractal theory was introduced by theoretical physicists in 1986. Since then, multifractals have increasingly been studied by mathematicians. This new work presents the latest research on random results on random multifractals and the physical thermodynamical interpretation of these results. As the amount of work in this area increases, Lars Olsen presents a unifying approach to current multifractal theory. Featuring high quality, original research material, this important new book fills a gap in the current literature available, providing a rigorous mathematical treatment of multifractal measures.
Category: Mathematics

Dynamical Systems With Applications Using Matlab

Author : Stephen Lynch
ISBN : 9783319068206
Genre : Mathematics
File Size : 59.58 MB
Format : PDF
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This textbook, now in its second edition, provides a broad introduction to both continuous and discrete dynamical systems, the theory of which is motivated by examples from a wide range of disciplines. It emphasizes applications and simulation utilizing MATLAB®, Simulink®, the Image Processing Toolbox® and the Symbolic Math toolbox®, including MuPAD. Features new to the second edition include · sections on series solutions of ordinary differential equations, perturbation methods, normal forms, Gröbner bases, and chaos synchronization; · chapters on image processing and binary oscillator computing; · hundreds of new illustrations, examples, and exercises with solutions; and · over eighty up-to-date MATLAB program files and Simulink model files available online. These files were voted MATLAB Central Pick of the Week in July 2013. The hands-on approach of Dynamical Systems with Applications using MATLAB, Second Edition, has minimal prerequisites, only requiring familiarity with ordinary differential equations. It will appeal to advanced undergraduate and graduate students, applied mathematicians, engineers, and researchers in a broad range of disciplines such as population dynamics, biology, chemistry, computing, economics, nonlinear optics, neural networks, and physics. Praise for the first edition Summing up, it can be said that this text allows the reader to have an easy and quick start to the huge field of dynamical systems theory. MATLAB/SIMULINK facilitate this approach under the aspect of learning by doing. —OR News/Operations Research Spectrum The MATLAB programs are kept as simple as possible and the author's experience has shown that this method of teaching using MATLAB works well with computer laboratory classes of small sizes.... I recommend ‘Dynamical Systems with Applications using MATLAB’ as a good handbook for a diverse readership: graduates and professionals in mathematics, physics, science and engineering. —Mathematica
Category: Mathematics

Multifractal Volatility

Author : Laurent E. Calvet
ISBN : 0080559964
Genre : Business & Economics
File Size : 89.96 MB
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Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, 1982; Rossi, 1995) models volatility as an average of past shocks, possibly with a noise component. This approach often has difficulty capturing sharp discontinuities and large changes in financial volatility. Their research has shown the advantages of modelling volatility as subject to abrupt regime changes of heterogeneous durations. Using the intuition that some economic phenomena are long-lasting while others are more transient, they permit regimes to have varying degrees of persistence. By drawing on insights from the use of multifractals in the natural sciences and mathematics, they show how to construct high-dimensional regime-switching models that are easy to estimate, and substantially outperform some of the best traditional forecasting models such as GARCH. The goal of Multifractal Volatility is to popularize the approach by presenting these exciting new developments to a wider audience. They emphasize both theoretical and empirical applications, beginning with a style that is easily accessible and intuitive in early chapters, and extending to the most rigorous continuous-time and equilibrium pricing formulations in final chapters. Presents a powerful new technique for forecasting volatility Leads the reader intuitively from existing volatility techniques to the frontier of research in this field by top scholars at major universities The first comprehensive book on multifractal techniques in finance, a cutting-edge field of research
Category: Business & Economics

Dynamical Systems With Applications Using Mathematica

Author : Stephen Lynch
ISBN : 9783319614854
Genre : Mathematics
File Size : 86.32 MB
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This book provides an introduction to the theory of dynamical systems with the aid of the Mathematica® computer algebra package. The book has a very hands-on approach and takes the reader from basic theory to recently published research material. Emphasized throughout are numerous applications to biology, chemical kinetics, economics, electronics, epidemiology, nonlinear optics, mechanics, population dynamics, and neural networks. Theorems and proofs are kept to a minimum. The first section deals with continuous systems using ordinary differential equations, while the second part is devoted to the study of discrete dynamical systems.
Category: Mathematics

Application Of Fractals In Earth Sciences

Author : V.P. Dimri
ISBN : 9054102845
Genre : Science
File Size : 34.5 MB
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This text examines the emerging field of fractals and its applications in earth sciences. Topics covered include: concepts of fractal and multifractal chaos; the application of fractals in geophysics, geology, climate studies, and earthquake seismology.
Category: Science

Curves And Fractal Dimension

Author : Claude Tricot
ISBN : 0387940952
Genre : Mathematics
File Size : 20.94 MB
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Written for mathematicians, engineers, and researchers in experimental science, as well as anyone interested in fractals, this book explains the geometrical and analytical properties of trajectories, aggregate contours, geographical coastlines, profiles of rough surfaces, and other curves of finite and fractal length. The approach is by way of precise definitions from which properties are deduced and applications and computational methods are derived. Written without the traditional heavy symbolism of mathematics texts, this book requires two years of calculus while also containing material appropriate for graduate coursework in curve analysis and/or fractal dimension.
Category: Mathematics