LEADER 04126nam 22007215 450 001 9910992779303321 005 20250401125257.0 010 $a9783031803925 010 $a3031803922 024 7 $a10.1007/978-3-031-80392-5 035 $a(CKB)38184927800041 035 $a(MiAaPQ)EBC31982785 035 $a(Au-PeEL)EBL31982785 035 $a(DE-He213)978-3-031-80392-5 035 $a(OCoLC)1514627869 035 $a(EXLCZ)9938184927800041 100 $a20250401d2025 u| 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aAnomalous Stochastics $eA Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications /$fby Micha? Chorowski, Tomasz Gubiec, Ryszard Kutner 205 $a1st ed. 2025. 210 1$aCham :$cSpringer Nature Switzerland :$cImprint: Springer,$d2025. 215 $a1 online resource (599 pages) 225 1 $aUnderstanding Complex Systems,$x1860-0840 311 08$a9783031803918 311 08$a3031803914 327 $aIntroduction -- Fundamental Concepts -- Singular Stochastic Processes -- Non-deterministic Fractals -- Signatures and Causes of Multifractality -- Dispersive Transport and Diffusion -- Fractal Wanderings -- Valley Model of Multifractal Continuous-time Random Wandering on Amorphous Substrates -- Statistics of Extremes -- Limit Theorems on the Stock Market -- Comprehensive Partition Function: A Universal Tool in Multifractality. 330 $aThis textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as "black swans," with a particular focus on (multi-)fractal approaches and continuous-time random walks. The authors present a systematic examination of the subject, tracing its inception and providing a multi-directional perspective. By drawing on real-world experiences in finance, physics, and technology, the book underscores the practical relevance of anomalous stochastic processes for practitioners dealing with real-world data from complex systems. The content is based on a series of interdisciplinary physics lectures that have been delivered to undergraduate and graduate students at the University of Warsaw for nearly two decades. Updated to reflect recent developments, this book is a valuable resource for graduate students, ambitious undergraduate students, and researchers interested in random processes and the practical implications of anomalous processes. Familiarity with fundamental principles of probability theory, algebra, and basic concepts of differential and integral calculus is assumed, while a foundational understanding of mathematical statistics, stochastic processes, and statistical thermodynamics is recommended. Additionally, each chapter includes practical exercises designed to help readers master the concepts, develop practical skills, and serve as teaching material. 410 0$aUnderstanding Complex Systems,$x1860-0840 606 $aStochastic processes 606 $aSystem theory 606 $aStatistical physics 606 $aProbabilities 606 $aStatistics 606 $aStochastic Processes 606 $aComplex Systems 606 $aStatistical Physics 606 $aApplied Probability 606 $aStatistics in Business, Management, Economics, Finance, Insurance 615 0$aStochastic processes. 615 0$aSystem theory. 615 0$aStatistical physics. 615 0$aProbabilities. 615 0$aStatistics. 615 14$aStochastic Processes. 615 24$aComplex Systems. 615 24$aStatistical Physics. 615 24$aApplied Probability. 615 24$aStatistics in Business, Management, Economics, Finance, Insurance. 676 $a519.23 700 $aChorowski$b Micha?$01802783 701 $aGubiec$b Tomasz$01802784 701 $aKutner$b Ryszard$01309885 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910992779303321 996 $aAnomalous Stochastics$94349001 997 $aUNINA