Multifractals and 1/ƒ Noise

Wild Self-Affinity in Physics (1963–1976)

Authors: Mandelbrot, Benoit B.

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About this book

Certain noises, many aspects of turbulence, and almost all aspects of finance exhibit a level of temporal and spatial variability whose "wildness" impressed itself vividly upon the author, Benoit Mandelbrot, in the early 1960's. He soon realized that those phenomena cannot be described by simply adapting the statistical techniques of earlier physics, or even extending those techniques slightly. It appeared that the study of finance and turbulence could not move forward without the recognition that those phenomena represented a new second stage of indeterminism. Altogether new mathematical tools were needed. The papers in this Selecta volume reflect that realization and the work that Dr. Mandelbrot did toward the development of those new tools.

Table of contents (19 chapters)

  • Panorama of grid-bound self-affine variability

    Mandelbrot, Benoit B.

    Pages 18-61

  • Sketches of prehistory and history

    Mandelbrot, Benoit B.

    Pages 62-99

  • Scaling, invariants and fixed points

    Mandelbrot, Benoit B.

    Pages 100-110

  • Filtering and specification of self-affinity

    Mandelbrot, Benoit B.

    Pages 111-116

  • Short excerpts (1964–1984)

    Mandelbrot, Benoit B.

    Pages 117-130

Buy this book

eBook $74.99
price for USA (gross)
  • ISBN 978-1-4612-2150-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.00
price for USA
  • ISBN 978-1-4612-7434-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Multifractals and 1/ƒ Noise
Book Subtitle
Wild Self-Affinity in Physics (1963–1976)
Authors
Copyright
1999
Publisher
Springer-Verlag New York
Copyright Holder
Benoit B. Mandelbrot
eBook ISBN
978-1-4612-2150-0
DOI
10.1007/978-1-4612-2150-0
Softcover ISBN
978-1-4612-7434-6
Edition Number
1
Number of Pages
VIII, 442
Number of Illustrations and Tables
6 b/w illustrations
Topics