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...

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Detalhes bibliográficos
Autor principal: Fulger, Daniel
Outros Autores: Germano, Guido (Prof. Dr.) (Orientador)
Formato: Dissertation
Idioma:inglês
Publicado em: Philipps-Universität Marburg 2009
Assuntos:
Finanzdatenanalyse
Pseudo-random numbers; Monte Carlo methods
Korrelationsmatrix
Hypothesis testing
Datenanalyse
Data analysis
Hauptkomponentenanalyse
Spektralanalyse
Zufallsgenerator
Stochastische Matrix
Random number generation spectral analysis
Zu
Non-uniform random numbers
Zufallszahlen
Spektralanalyse <Stochastik>
Wishart ensemble
Random fields
Time series analysis
Naturwissenschaften
Principal componet analysis
Zufallsfelder
Generalized stochastic processes
Natural sciences & mathematics
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