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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).
Book Synopsis Processes with Long-Range Correlations by : Govindan Rangarajan
Download or read book Processes with Long-Range Correlations written by Govindan Rangarajan and published by Springer. This book was released on 2008-01-11 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).
Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.
Book Synopsis Statistics for Long-Memory Processes by : Jan Beran
Download or read book Statistics for Long-Memory Processes written by Jan Beran and published by CRC Press. This book was released on 1994-10-01 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.
This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Book Synopsis Long Range Correlations in a Closed System with Applications to Nonuniform Fluids by : J. L. Lebowitz
Download or read book Long Range Correlations in a Closed System with Applications to Nonuniform Fluids written by J. L. Lebowitz and published by Palala Press. This book was released on 2018-03-02 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Multi-media networks based on ATM LAN technology can provide integrated transmission of voice, data and visual information direct to the workstation. Such networks are of strategic importance to organisations which depend upon electronic transactions. The smooth operation of these networks is therefore of critical importance. The aim of this special theme is to investigate the state of corporate networks and provide a view of how emerging new technology will improve communications efficiency. Multi-media networks based on ATM LAN technology can provide integrated transmission of voice, data and visual information direct to the workstation. Such networks are of strategic importance to organisations which depend upon electronic transactions. The smooth operation of these networks is therefore of critical importance. The aim of this special theme is to investigate the state of corporate networks and provide a view of how emerging new technology will improve communications efficiency.
Book Synopsis ATM, Networks and LANs by : D. W. Faulkner
Download or read book ATM, Networks and LANs written by D. W. Faulkner and published by IOS Press. This book was released on 1996 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-media networks based on ATM LAN technology can provide integrated transmission of voice, data and visual information direct to the workstation. Such networks are of strategic importance to organisations which depend upon electronic transactions. The smooth operation of these networks is therefore of critical importance. The aim of this special theme is to investigate the state of corporate networks and provide a view of how emerging new technology will improve communications efficiency. Multi-media networks based on ATM LAN technology can provide integrated transmission of voice, data and visual information direct to the workstation. Such networks are of strategic importance to organisations which depend upon electronic transactions. The smooth operation of these networks is therefore of critical importance. The aim of this special theme is to investigate the state of corporate networks and provide a view of how emerging new technology will improve communications efficiency.
Book Synopsis Dependence in Probability and Statistics by : Eberlein
Download or read book Dependence in Probability and Statistics written by Eberlein and published by Birkhäuser. This book was released on 1986 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt:
This volume is number four in a series of proceedings volumes from the International Symposia on Fractals in Biology and Medicine in Ascona, Switzerland which have been inspired by the work of Benoît Mandelbrot seeking to extend the concepts towards the life sciences. It highlights the potential that fractal geometry offers for elucidating and explaining the complex make-up of cells, tissues and biological organisms either in normal or in pathological conditions.
Book Synopsis Fractals in Biology and Medicine by : Gabriele A. Losa
Download or read book Fractals in Biology and Medicine written by Gabriele A. Losa and published by Springer Science & Business Media. This book was released on 2005-08-18 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is number four in a series of proceedings volumes from the International Symposia on Fractals in Biology and Medicine in Ascona, Switzerland which have been inspired by the work of Benoît Mandelbrot seeking to extend the concepts towards the life sciences. It highlights the potential that fractal geometry offers for elucidating and explaining the complex make-up of cells, tissues and biological organisms either in normal or in pathological conditions.
This is the first book that attempts to study the origin of cooperatvity in binding systems from the molecular point of view. The molecular approach provides a deeper insight into the mechanism of cooperativity and regulation, than the traditional phenomenological approach. This book uses the tools of statistical mechanics to present the molecular theory of cooperativity. Cooperativity is used in a variety of processes-such as loading and unloading of oxygen at relatively small pressure differences; maintaining an almost constant concentration of various compounds in living cells; and switching on and off the reading of genetic information. This book may be used as a textbook by graduate students in Chemistry, Biochemistry and Biophysics, and will also be of interest to researchers in theoretical biochemistry.
Book Synopsis Cooperativity and Regulation in Biochemical Processes by : Arieh Y. Ben-Naim
Download or read book Cooperativity and Regulation in Biochemical Processes written by Arieh Y. Ben-Naim and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book that attempts to study the origin of cooperatvity in binding systems from the molecular point of view. The molecular approach provides a deeper insight into the mechanism of cooperativity and regulation, than the traditional phenomenological approach. This book uses the tools of statistical mechanics to present the molecular theory of cooperativity. Cooperativity is used in a variety of processes-such as loading and unloading of oxygen at relatively small pressure differences; maintaining an almost constant concentration of various compounds in living cells; and switching on and off the reading of genetic information. This book may be used as a textbook by graduate students in Chemistry, Biochemistry and Biophysics, and will also be of interest to researchers in theoretical biochemistry.
The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this behavior, and the concept of selfsimilarity for a stochastic process is now proving to be extraordinarily useful. Selfsimilarity translates into the equality in distribution between the process under a linear time change and the same process properly scaled in space, a simple scaling property that yields a remarkably rich theory with far-flung applications. After a short historical overview, this book describes the current state of knowledge about selfsimilar processes and their applications. Concepts, definitions and basic properties are emphasized, giving the reader a road map of the realm of selfsimilarity that allows for further exploration. Such topics as noncentral limit theory, long-range dependence, and operator selfsimilarity are covered alongside statistical estimation, simulation, sample path properties, and stochastic differential equations driven by selfsimilar processes. Numerous references point the reader to current applications. Though the text uses the mathematical language of the theory of stochastic processes, researchers and end-users from such diverse fields as mathematics, physics, biology, telecommunications, finance, econometrics, and environmental science will find it an ideal entry point for studying the already extensive theory and applications of selfsimilarity.
Book Synopsis Selfsimilar Processes by : Paul Embrechts
Download or read book Selfsimilar Processes written by Paul Embrechts and published by Princeton University Press. This book was released on 2009-01-10 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this behavior, and the concept of selfsimilarity for a stochastic process is now proving to be extraordinarily useful. Selfsimilarity translates into the equality in distribution between the process under a linear time change and the same process properly scaled in space, a simple scaling property that yields a remarkably rich theory with far-flung applications. After a short historical overview, this book describes the current state of knowledge about selfsimilar processes and their applications. Concepts, definitions and basic properties are emphasized, giving the reader a road map of the realm of selfsimilarity that allows for further exploration. Such topics as noncentral limit theory, long-range dependence, and operator selfsimilarity are covered alongside statistical estimation, simulation, sample path properties, and stochastic differential equations driven by selfsimilar processes. Numerous references point the reader to current applications. Though the text uses the mathematical language of the theory of stochastic processes, researchers and end-users from such diverse fields as mathematics, physics, biology, telecommunications, finance, econometrics, and environmental science will find it an ideal entry point for studying the already extensive theory and applications of selfsimilarity.
This book is a must-read for all network planners and other professionals wishing to improve the quality and cost efficiency of 3G and LTE networks In this book, the authors address the architecture of the 2/3G network and the Long Term Evolution (LTE) network. The book proposes analytical models that make the analysis and dimensioning of the most important interfaces, i.e. WCDMA or Iub, possible. Furthermore, the authors include descriptions of fundamental technological issues in 2/3 G networks, basic traffic engineering models and frequent examples of the application of analytical models in the analysis and dimensioning of the interface of cellular networks. The specific knowledge included in the content will enable the reader to understand and then to prepare appropriate programming softwares that will allow them to evaluate quality parameters of cellular networks, i.e. blocking probabilities or call losses. Additionally, the book presents models for the analysis and dimensioning of the Wideband Code Division Multiple Access (WCDMA) radio interface and the Iub interface, both carrying a mixture of Release 99 traffic (R99) and High-Speed Packet Access (HSPA) traffic streams. Finally, the analytical models presented in the book can be also used in the process of modeling and optimization of LTE networks. Key Features: Describes the architecture and the modes of operation of the cellular 2/3/4G systems and the LTE network Covers the traffic theory and engineering within the context of mobile networks Presents original analytical methods that enable their users to dimension selected interfaces of cellular networks Discusses models for the analysis and dimensioning of the Wideband Code Division Multiple Access (WCDMA) radio interface and the Iub interface, both carrying a mixture of Release 99 traffic (R99) and High-Speed Packet Access (HSPA) traffic streams Includes problems as well as an accompanying website containing solutions, software tools and interactive flash animations (http://wiley.teletraffic.pl) This book will be an invaluable guide for professional engineers (radio planning engineers, optimization engineers, transmission engineers, core network engineers, Service Management engineers) working in the areas of mobile wireless networks technology, not only in optimization process, but also in profitability assessment of newly implemented services (i.e. in NPV - Net Present Value analysis), and researchers and scientists. Advanced students in the fields of mobile communications networks and systems will also find this book insightful.
Book Synopsis Modeling and Dimensioning of Mobile Wireless Networks by : Maciej Stasiak
Download or read book Modeling and Dimensioning of Mobile Wireless Networks written by Maciej Stasiak and published by John Wiley & Sons. This book was released on 2010-12-09 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a must-read for all network planners and other professionals wishing to improve the quality and cost efficiency of 3G and LTE networks In this book, the authors address the architecture of the 2/3G network and the Long Term Evolution (LTE) network. The book proposes analytical models that make the analysis and dimensioning of the most important interfaces, i.e. WCDMA or Iub, possible. Furthermore, the authors include descriptions of fundamental technological issues in 2/3 G networks, basic traffic engineering models and frequent examples of the application of analytical models in the analysis and dimensioning of the interface of cellular networks. The specific knowledge included in the content will enable the reader to understand and then to prepare appropriate programming softwares that will allow them to evaluate quality parameters of cellular networks, i.e. blocking probabilities or call losses. Additionally, the book presents models for the analysis and dimensioning of the Wideband Code Division Multiple Access (WCDMA) radio interface and the Iub interface, both carrying a mixture of Release 99 traffic (R99) and High-Speed Packet Access (HSPA) traffic streams. Finally, the analytical models presented in the book can be also used in the process of modeling and optimization of LTE networks. Key Features: Describes the architecture and the modes of operation of the cellular 2/3/4G systems and the LTE network Covers the traffic theory and engineering within the context of mobile networks Presents original analytical methods that enable their users to dimension selected interfaces of cellular networks Discusses models for the analysis and dimensioning of the Wideband Code Division Multiple Access (WCDMA) radio interface and the Iub interface, both carrying a mixture of Release 99 traffic (R99) and High-Speed Packet Access (HSPA) traffic streams Includes problems as well as an accompanying website containing solutions, software tools and interactive flash animations (http://wiley.teletraffic.pl) This book will be an invaluable guide for professional engineers (radio planning engineers, optimization engineers, transmission engineers, core network engineers, Service Management engineers) working in the areas of mobile wireless networks technology, not only in optimization process, but also in profitability assessment of newly implemented services (i.e. in NPV - Net Present Value analysis), and researchers and scientists. Advanced students in the fields of mobile communications networks and systems will also find this book insightful.
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 probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. The last part of the book is devoted to applications in the areas of simulation, estimation and wavelet techniques, traffic in computer networks, econometry and finance, multifractal models, and hydrology. Diagrams and illustrations enhance the presentation. Each article begins with introductory background material and is accessible to mathematicians, a variety of practitioners, and graduate students. The work serves as a state-of-the art reference or graduate seminar text.
Book Synopsis Theory and Applications of Long-Range Dependence by : Paul Doukhan
Download or read book Theory and Applications of Long-Range Dependence written by Paul Doukhan and published by Springer Science & Business Media. This book was released on 2002-12-13 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. The last part of the book is devoted to applications in the areas of simulation, estimation and wavelet techniques, traffic in computer networks, econometry and finance, multifractal models, and hydrology. Diagrams and illustrations enhance the presentation. Each article begins with introductory background material and is accessible to mathematicians, a variety of practitioners, and graduate students. The work serves as a state-of-the art reference or graduate seminar text.
