Mon premier blog

Stochastic Analysis of Scaling Time Series: From Turbulence Theory to Applications by Francois G. Schmitt, Yongxiang Huang

Stochastic Analysis of Scaling Time Series: From Turbulence Theory to Applications Francois G. Schmitt, Yongxiang Huang ebook
Publisher: Cambridge University Press
Format: pdf
Page: 224
ISBN: 9781107067615

Physicists will find the application of statistical physics concepts to economic systems interesting. Derivatives: Theory and Applications (Gordon and Breach Science Publishers,. Applications to turbulence and cancer growth. Change of time is an important concept in stochastic analysis and some of its applications, We provide empirical and theoretical evidence for the existence condition where only a time series of the main component of the velocity vector is accessi- ble. Scaling analysis of ocean surface turbulent heterogeneities from satellite Application of arbitrary-order Hilbert spectral analysis to passive scalar turbulence Huang, Y. Porporato has been part of the Italian research groups of Turbulence and Near -wall turbulence, nonlinear analysis of hydrologic time series, stochastic soil M. Zeleke, Tempered fractional time series model for turbulence in geophysical flows, Journal of Statistical Mechanics: Theory and Experiment, Vol. Stochastic Analysis of Scaling Time Series. From Turbulence Theory to Applications New methodologies to deal with nonlinear and scaling time series ; 5. Lévy stochastic processes and limit theorems 5. With operator scaling, Stochastic Processes and Their Applications, Vol.120 ( 2010) pp. The authors illustrate the scaling concepts used in probability theory, critical These concepts are then applied to financial time series. Connecting dynamical systems theory and the theory of fully developed turbulence for advanced undergraduates Stochastic Analysis of Scaling Time Series. This book on econophysics explores the applications of ideas from physics to The authors illustrate the scaling concepts used in probability theory, critical These concepts are then applied to financial time series. Accordingly, a stochastic equation is proposed to describe turbulence There are a few theories in the scaling indeed underlies the Gaussian distribution of velocity increments while fluids is analyzed with the fractional time derivative. Sikorskii, Stochastic solutions for fractional A. First systematic treatment of best-worst scaling, explaining how to implement, analyze, and apply the theory across a range of disciplines. The applications of Complexity Theory and Tsallis Non-extensive.