國立高雄大學圖資館 |

Language: English

Back

Anomalous stochasticsa comprehensive guide to multifractals, random walks, and real-world applications /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Anomalous stochasticsby Michał Chorowski, Tomasz Gubiec, Ryszard Kutner.
Reminder of title:	a comprehensive guide to multifractals, random walks, and real-world applications /
Author:	Chorowski, Michał.
other author:	Gubiec, Tomasz.
Published:	Cham :Springer Nature Switzerland :2025.
Description:	xv, 402 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Stochastic processes.
Online resource:	https://doi.org/10.1007/978-3-031-80392-5
ISBN:	9783031803925$q(electronic bk.)

Anomalous stochasticsa comprehensive guide to multifractals, random walks, and real-world applications /
Chorowski, Michał.

Anomalous stochasticsa comprehensive guide to multifractals, random walks, and real-world applications /[electronic resource] :by Michał Chorowski, Tomasz Gubiec, Ryszard Kutner. - Cham :Springer Nature Switzerland :2025. - xv, 402 p. :ill. (some col.), digital ;24 cm. - Understanding complex systems,1860-0840. - Understanding complex systems..

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.

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.

ISBN: 9783031803925$q(electronic bk.)

Standard No.: 10.1007/978-3-031-80392-5doiSubjects--Topical Terms:

181874
Stochastic processes.

LC Class. No.: QA274

Dewey Class. No.: 519.23

Anomalous stochasticsa comprehensive guide to multifractals, random walks, and real-world applications /
LDR:03041nmm a2200361 a 4500 001 680554
003 DE-He213
005 20250401125257.0
006 m d
007 cr nn 008maaau
008 251110s2025 sz s 0 eng d
020 $a 9783031803925$q(electronic bk.)
020 $a 9783031803918$q(paper)
024 7 $a 10.1007/978-3-031-80392-5 $2 doi
035 $a 978-3-031-80392-5
040 $a GP $c GP
041 0 $a eng
050 4 $a QA274
072 7 $a PBT $2 bicssc
072 7 $a PBWL $2 bicssc
072 7 $a MAT029040 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a PBWL $2 thema
082 0 4 $a 519.23 $2 23
090 $a QA274 $b .C551 2025
100 1 $a Chorowski, Michał. $3 993292
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.
260 $a Cham : $b Springer Nature Switzerland : $b Imprint: Springer, $c 2025.
300 $a xv, 402 p. : $b ill. (some col.), digital ; $c 24 cm.
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.
650 0 $a Stochastic processes. $3 181874
650 1 4 $a Stochastic Processes. $3 743764
650 2 4 $a Complex Systems. $3 558544
650 2 4 $a Statistical Physics. $3 274988
650 2 4 $a Applied Probability. $3 922631
650 2 4 $a Statistics in Business, Management, Economics, Finance, Insurance. $3 913173
700 1 $a Gubiec, Tomasz. $3 993293
700 1 $a Kutner, Ryszard. $3 993294
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
830 0 $a Understanding complex systems. $3 560200
856 4 0 $u https://doi.org/10.1007/978-3-031-80392-5
950 $a Physics and Astronomy (SpringerNature-11651)