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

Fulger, Daniel

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

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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Bibliografiska uppgifter
Huvudupphovsman:	Fulger, Daniel
Övriga upphovsmän:	Germano, Guido (Prof. Dr.) (BetreuerIn (Doktorarbeit))
Materialtyp:	Dissertation
Språk:	engelska
Publicerad:	Philipps-Universität Marburg 2009
Ämnen:	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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From phenomenological modelling of anomalous diffusion through continuous-time random walks and fractional calculus to correlation analysis of complex systems

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