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Processes with Long-Range Correlations

Theory and Applications

  • Govindan Rangarajan
  • Mingzhou Ding

Part of the Lecture Notes in Physics book series (LNP, volume 621)

Table of contents

  1. Front Matter
    Pages I-XVIII
  2. Theory

  3. Applications

    1. Michael F. Shlesinger
      Pages 139-147
    2. Govindan Rangarajan, Mingzhou Ding
      Pages 167-180
    3. S. Denisov, J. Klafter, M. Urbakh
      Pages 193-209
    4. H.E. Stanley, P. Gopikrishnan, H. v. Plerou, M.A. Salinger
      Pages 210-224
    5. Jan Beran, Yuanhua Feng, Günter Franke, Dieter Hess, Dirk Ocker
      Pages 225-250
    6. Gerald Silverberg, Bart Verspagen
      Pages 270-285
    7. André Longtin, Carlo Laing, Maurice J. Chacron
      Pages 286-308
    8. Yanqing Chen, Mingzhou Ding, J.A. Scott Kelso
      Pages 309-323
    9. Klaus Linkenkaer-Hansen
      Pages 324-338
    10. Plamen Ch. Ivanov
      Pages 339-372
    11. P. Murali Krishna, Vikram M. Gadre, Uday B. Desai
      Pages 373-392

About this book

Introduction

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).

Keywords

19th century Economics and finance Semiparametric Model biology correlation dynamical systems dynamics economics modeling neuroscience probability distribution statistical physics statistics time series volatility

Editors and affiliations

  • Govindan Rangarajan
    • 1
  • Mingzhou Ding
    • 2
  1. 1.Dept. of MathematicsIndian Institute of ScienceBangaloreIndia
  2. 2.Center for Complex Systems and Brain SciencesFlorida Atlantic UniversityBoca RatonUSA

Bibliographic information

  • DOI https://doi.org/10.1007/3-540-44832-2
  • Copyright Information Springer-Verlag Berlin Heidelberg 2003
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-40129-2
  • Online ISBN 978-3-540-44832-7
  • Series Print ISSN 0075-8450
  • Buy this book on publisher's site
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