1st Edition

Multifractals Theory and Applications

By David Harte Copyright 2001
264 Pages
by Chapman & Hall

262 Pages 20 B/W Illustrations
by Chapman & Hall

264 Pages
by Chapman & Hall

Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation of statistical properties of estimates of the... Read more
INTRODUCTION AND PRELIMINARIES. Motivation and Background. Properties and Dimensions of Sets. Large Deviations. MULTIFRACTAL FORMALISM USING LARGE DEVIATIONS. The Multifractal Formalism. Lattice Based Multifractals. Point Centred Multifractals. Cascade Processes. ESTIMATION OF THE CORRELATION DIMENSIONS. Interpoint Distances of Order q and Intrinsic Bias. Estimation of the Correlation Dimensions. Extrinsic Sources of Bias. Case Studies. Bibliography.

Biography

Harte, David