From phenomenological modelling of anomalous diffusion through continuous-time random walks and fractional calculus to correlation analysis of complex systems

From phenomenological modelling of anomalous diffusion through continuous-time random walks and fractional calculus to correlation analysis of complex systems

This document contains more than one topic, but they are all connected in ei- ther physical analogy, analytic/numerical resemblance or because one is a building block of another. The topics are anomalous diffusion, modelling of stylised facts based on an empirical random walker diffusion model...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Fulger, Daniel
Beteiligte: Germano, Guido (Prof. Dr.) (BetreuerIn (Doktorarbeit))
Format: Dissertation
Sprache:Englisch
Veröffentlicht: Philipps-Universität Marburg 2009
Schlagworte:
Pseudo-random numbers; Monte Carlo methods
Finanzdatenanalyse
Non-uniform random numbers
Hypothesis testing
Datenanalyse
Data analysis
Hauptkomponentenanalyse
Spektralanalyse
Wishart ensemble
Zufallsgenerator
Random number generation spectral analysis
Zufallsfelder
Stochastische Matrix
Zu
Zufallszahlen
Spektralanalyse <Stochastik>
Korrelationsmatrix
Random fields
Time series analysis
Naturwissenschaften
Principal componet analysis
Generalized stochastic processes
Natural sciences & mathematics
Online Zugang:PDF-Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
No citations were found for this record.

Ähnliche Einträge