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This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.
Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena. This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics from various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing. Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.
Considerable attention from the international scientific community is currently focused on the wide ranging applications of wavelets. For the first time, the field's leading experts have come together to produce a complete guide to wavelet transform applications in medicine and biology. Wavelets in Medicine and Biology provides accessible, detailed, and comprehensive guidelines for all those interested in learning about wavelets and their applications to biomedical problems.
The Second International Workshop on Traffic Monitoring and Analysis (TMA 2010) was an initiative of the COST Action IC0703 "Data Traffic Monitoring and Analysis: Theory, Techniques, Tools and Applications for the Future Networks" (http:// www.tma-portal.eu/cost-tma-action). The COST program is an intergovernmental framework for European cooperation in science and technology, promoting the coordination of nationally funded research on a European level. Each COST Action aims at reducing the fragmentation in - search and opening the European research area to cooperation worldwide. Traffic monitoring and analysis (TMA) is nowadays an important research topic within the field of computer network...
This book constitutes the proceedings of the 20th International Conference on Passive and Active Measurement, PAM 2019, held in Puerto Varas, Chile, in March 2019. The 20 full papers presented were carefully reviewed and selected from 75 submissions. The papers cover a wide range of important networking measurement and analysis topics from low layers of the network stack up to applications, using measurements at scales large and small, and covering important aspects of the network ecosystem such as routing, DNS, privacy, security, and performance. They are organized in the following topical sections: mobile networks; measurement at Internet scale; measuremen at other scales; domain names; failures; security and privacy; and Web.
Processes with long range correlations occur in a wide variety of fields ranging from physics and biology to economics and finance. This book, suitable for both graduate students and specialists, brings the reader up to date on this rapidly developing field. A distinguished group of experts have been brought together to provide a comprehensive and well-balanced account of basic notions and recent developments. The book is divided into two parts. The first part deals with theoretical developments in the area. The second part comprises chapters dealing primarily with three major areas of application: anomalous diffusion, economics and finance, and biology (especially neuroscience).
Economics requires understanding and analyzing forces that bring buyers and sellers to a market place who then negotiate exchanges of goods and services based on a mutually agreeable price. Economists have their own method of modeling whereby models are first conceived of some notion of economic and financial thinking, before being empirically tested, and anomalies are then recognized if the observed data is inconsistent with the hypothetical underpinning. This is in inherent contradiction with the modeling approaches of physicists who develop their theories, principle and laws after observing empirical data. The awareness that physics can enlighten the understanding of human behavior (and t...
Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.
The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the prob...