Processes with Long-Range Correlations: Theory and Applications (Google eBook)

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Govindan Rangarajan, Mingzhou Ding
Springer Science & Business Media, Jun 11, 2003 - Business & Economics - 392 pages
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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).

  

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Contents

I
3
III
7
IV
13
V
15
VI
17
VII
19
VIII
22
X
23
LXXXII
194
LXXXIII
196
LXXXIV
199
LXXXV
201
LXXXVI
206
LXXXVII
207
LXXXVIII
209
LXXXIX
210

XI
26
XII
27
XIII
28
XIV
29
XV
30
XVI
31
XVII
32
XVIII
34
XX
36
XXI
50
XXII
58
XXIV
61
XXVI
63
XXVII
68
XXIX
70
XXX
72
XXXI
74
XXXII
84
XXXIII
86
XXXIV
88
XXXVI
89
XXXVII
98
XXXVIII
105
XXXIX
115
XL
116
XLI
118
XLII
122
XLIII
125
XLIV
127
XLV
128
XLVI
131
XLVII
132
XLVIII
135
XLIX
139
LI
140
LII
141
LIII
142
LIV
144
LVI
145
LVII
146
LIX
147
LX
148
LXI
149
LXII
153
LXIII
156
LXIV
159
LXV
163
LXVI
164
LXVII
167
LXIX
168
LXX
170
LXXI
173
LXXII
178
LXXIII
179
LXXIV
181
LXXV
185
LXXVI
186
LXXVII
188
LXXVIII
190
LXXX
191
LXXXI
193
XC
212
XCI
213
XCII
217
XCIV
219
XCV
220
XCVI
221
XCVIII
222
XCIX
225
CI
226
CII
231
CIII
237
CIV
239
CV
248
CVI
249
CVII
251
CIX
252
CX
260
CXI
264
CXII
267
CXIII
270
CXIV
272
CXV
274
CXVI
275
CXVII
277
CXVIII
283
CXIX
284
CXX
286
CXXII
288
CXXIII
296
CXXIV
301
CXXV
305
CXXVI
306
CXXVII
309
CXXVIII
317
CXXIX
321
CXXX
322
CXXXI
324
CXXXII
325
CXXXIII
327
CXXXIV
331
CXXXV
336
CXXXVI
337
CXXXVII
339
CXXXIX
341
CXL
344
CXLI
347
CXLII
354
CXLIII
355
CXLIV
360
CXLV
364
CXLVI
368
CXLVII
373
CL
375
CLI
376
CLII
379
CLIII
380
CLIV
386
CLV
388
CLVI
390
CLVII
391
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