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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 /
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