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

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Multifractals and 1/f Noise: Wild Self-Affinity in Physics (1963-1976) - Mandelbrot, Benoit B., and Berger, J.M. (Contributions by), and Kahane, J.-P. (Contributions by)
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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 could not move forward without the recognition that those phenomena ...

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Multifractals and 1/f Noise: Wild Self-Affinity in Physics (1963-1976) 2014, Springer-Verlag New York Inc., New York, NY

ISBN-13: 9781461274346

Paperback