Lecture Notes in Physics

Processes with Long-Range Correlations

Theory and Applications

Editors: Rangarajan, Govindan, Ding, Mingzhou (Eds.)

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  • ISBN 978-3-540-44832-7
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  • ISBN 978-3-642-07267-3
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About this book

Processes with long range correlations occur in a wide variety of fields ranging from physics and biology to economics and finance. This book, suitable for both graduate students and specialists, brings the reader up to date on this rapidly developing field. A distinguished group of experts have been brought together to provide a comprehensive and well-balanced account of basic notions and recent developments. The book is divided into two parts. The first part deals with theoretical developments in the area. The second part comprises chapters dealing primarily with three major areas of application: anomalous diffusion, economics and finance, and biology (especially neuroscience).

Table of contents (20 chapters)

  • Prediction of Long-Memory Time Series: A Tutorial Review

    Bhansali, R. J. (et al.)

    Pages 3-21

  • Fractional Brownian Motion and Fractional Gaussian Noise

    Qian, Hong

    Pages 22-33

  • Scaling and Wavelets: An Introductory Walk

    Abry, Patrice

    Pages 34-60

  • Wavelet Estimation for the Hurst Parameter in Stable Processes

    Stoev, Stilian (et al.)

    Pages 61-87

  • From Stationarity to Self-similarity, and Back: Variations on the Lamperti Transformation

    Flandrin, Patrick (et al.)

    Pages 88-117

Buy this book

eBook $129.00
price for USA in USD (gross)
  • ISBN 978-3-540-44832-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.99
price for USA in USD
  • ISBN 978-3-540-40129-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $169.99
price for USA in USD
  • ISBN 978-3-642-07267-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Processes with Long-Range Correlations
Book Subtitle
Theory and Applications
Editors
  • Govindan Rangarajan
  • Mingzhou Ding
Series Title
Lecture Notes in Physics
Series Volume
621
Copyright
2003
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-44832-7
DOI
10.1007/3-540-44832-2
Hardcover ISBN
978-3-540-40129-2
Softcover ISBN
978-3-642-07267-3
Series ISSN
0075-8450
Edition Number
1
Number of Pages
XVIII, 398
Topics