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Anomalous stochastics = a comprehens...

Chorowski, Michał.

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

Record Type:	Electronic resources : Monograph/item
Title/Author:	Anomalous stochastics/ by 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.
[NT 15003449]:	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
Subject:	Stochastic processes. -
Online resource:	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 /
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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.
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