[Download] "Fractal Dimension for Fractal Structures" by Manuel Fernández-Martínez, Juan Luis García Guirao, Miguel Ángel Sánchez-Granero & Juan Evangelista Trinidad Segovia ~ eBook PDF Kindle ePub Free

eBook details

Title: Fractal Dimension for Fractal Structures
Author : Manuel Fernández-Martínez, Juan Luis García Guirao, Miguel Ángel Sánchez-Granero & Juan Evangelista Trinidad Segovia
Release Date : January 23, 2019
Genre: Mathematics,Books,Science & Nature,Computers & Internet,Programming,
Pages : * pages
Size : 19913 KB

Description

This book provides a generalised approach to fractal dimension theory from the standpoint of asymmetric topology by employing the concept of a fractal structure. The fractal dimension is the main invariant of a fractal set, and provides useful information regarding the irregularities it presents when examined at a suitable level of detail. New theoretical models for calculating the fractal dimension of any subset with respect to a fractal structure are posed to generalise both the Hausdorff and box-counting dimensions. Some specific results for self-similar sets are also proved. Unlike classical fractal dimensions, these new models can be used with empirical applications of fractal dimension including non-Euclidean contexts.

In addition, the book applies these fractal dimensions to explore long-memory in financial markets. In particular, novel results linking both fractal dimension and the Hurst exponent are provided. As such, the book provides a number of algorithms for properly calculating the self-similarity exponent of a wide range of processes, including (fractional) Brownian motion and Lévy stable processes. The algorithms also make it possible to analyse long-memory in real stocks and international indexes.

This book is addressed to those researchers interested in fractal geometry, self-similarity patterns, and computational applications involving fractal dimension and Hurst exponent.