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Scaling, Fractals and Wavelets (en Inglés)
Abry, Patrice ; Goncalves, Paolo ; Vehel, Jacques Levy (Autor)
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Wiley-Iste
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Scaling, Fractals and Wavelets (en Inglés) - Abry, Patrice ; Goncalves, Paolo ; Vehel, Jacques Levy
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Origen: Reino Unido
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Reseña del libro "Scaling, Fractals and Wavelets (en Inglés)"
Scaling is a mathematical transformation that enlarges or diminishes objects. The technique is used in a variety of areas, including finance and image processing. This book is organized around the notions of scaling phenomena and scale invariance. The various stochastic models commonly used to describe scaling -- self-similarity, long-range dependence and multi-fractals -- are introduced. These models are compared and related to one another. Next, fractional integration, a mathematical tool closely related to the notion of scale invariance, is discussed, and stochastic processes with prescribed scaling properties (self-similar processes, locally self-similar processes, fractionally filtered processes, iterated function systems) are defined. A number of applications where the scaling paradigm proved fruitful are detailed: image processing, financial and stock market fluctuations, geophysics, scale relativity, and fractal time-space.