Multifractals and 1/ƒ Noise: Wild Self-Affinity in Physics (1963-1976)

by Benoît B. Mandelbrot

Book Overview

Certain noises, many aspects of turbulence, and almost all aspects of finance exhibit a level of temporal and spatial variability whose "wildness" impressed itself vividly upon the author, Benoit Mandelbrot, in the early 1960's. He soon realized that those phenomena cannot be described by simply adapting the statistical techniques of earlier physics, or even extending those techniques slightly. It appeared that the study of finance and turbulence...

• Format: Paperback
• Language: English
• ISBN: 1461274346
• ISBN13: 9781461274346
• Release Date: January 2014
• Publisher: Springer
• Length: 442 Pages
• Weight: 1.75 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"