東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Anomalous stochastics = a comprehens...

Chorowski, Michał.

FindBook

Google Book

Amazon

博客來

Anomalous stochastics = a comprehensive guide to multifractals, random walks, and real-world applications /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Anomalous stochastics/ by Michał Chorowski, Tomasz Gubiec, Ryszard Kutner.
其他題名:	a comprehensive guide to multifractals, random walks, and real-world applications /
作者:	Chorowski, Michał.
其他作者:	Gubiec, Tomasz.
出版者:	Cham :Springer Nature Switzerland : : 2025.,
面頁冊數:	xv, 402 p. :ill. (some col.), digital ;24 cm.
內容註:	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.
Contained By:	Springer Nature eBook
標題:	Stochastic processes. -
電子資源:	https://doi.org/10.1007/978-3-031-80392-5
ISBN:	9783031803925

Anomalous stochastics = a 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

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

520663
Stochastic processes.

LC Class. No.: QA274

Dewey Class. No.: 519.23

Anomalous stochastics = a comprehensive guide to multifractals, random walks, and real-world applications /
LDR:03040nmm a2200361 a 4500 001 2409557
003 DE-He213
005 20250401125257.0
006 m d
007 cr nn 008maaau
008 260204s2025 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 3782849
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 520663
650 1 4 $a Stochastic Processes. $3 906873
650 2 4 $a Complex Systems. $3 1566441
650 2 4 $a Statistical Physics. $3 892398
650 2 4 $a Applied Probability. $3 3599446
650 2 4 $a Statistics in Business, Management, Economics, Finance, Insurance. $3 3538572
700 1 $a Gubiec, Tomasz. $3 3782850
700 1 $a Kutner, Ryszard. $3 3782851
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
830 0 $a Understanding complex systems. $3 1568162
856 4 0 $u https://doi.org/10.1007/978-3-031-80392-5
950 $a Physics and Astronomy (SpringerNature-11651)