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Fractal Geometry of Nature
TLDR
This book is a blend of erudition, popularization, and exposition, and the illustrations include many superb examples of computer graphics that are works of art in their own right. Expand
The Variation of Certain Speculative Prices
The classic model of the temporal variation of speculative prices (Bachelier 1900) assumes that successive changes of a price Z(t) are independent Gaussian random variables. But, even if Z(t) isExpand
Fractal Geometry of Nature
How Long Is the Coast of Britain? Statistical Self-Similarity and Fractional Dimension
Geographical curves are so involved in their detail that their lengths are often infinite or, rather, undefinable. However, many are statistically "selfsimilar," meaning that each portion can beExpand
Fractals: Form, Chance, and Dimension.
Some people may be laughing when looking at you reading in your spare time. Some may be admired of you. And some may want be like you who have reading hobby. What about your own feel? Have you feltExpand
Intermittent turbulence in self-similar cascades : divergence of high moments and dimension of the carrier
✦ Abstract. Kolmogorov's “third hypothesis” asserts that in intermittent turbulence the average ε of the dissipation ε, taken over any domain , is ruled by the lognormal probability distribution.Expand
Fractals and Scaling in Finance
A Multifractal Model of Asset Returns
This paper presents the multifractal model of asset returns ("MMAR"), based upon the pioneering research into multifractal measures by Mandelbrot (1972, 1974). The multifractal model incorporates twoExpand
RANDOM WALK MODELS FOR THE SPIKE ACTIVITY OF A SINGLE NEURON.
TLDR
Quantitative methods for the study of the statistical properties of spontaneously occurring spike trains from single neurons suggest a number of descriptive mathematical models that can describe a wide range of neuronal activity in terms of two parameters. Expand
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