Complex and Chaotic Nonlinear Dynamics

Advances in Economics and Finance, Mathematics and Statistics

(Autor)

Buch | Hardcover
XVI, 752 Seiten
2009 | 2009
Springer Berlin (Verlag)
978-3-540-85977-2 (ISBN)

Lese- und Medienproben

Complex and Chaotic Nonlinear Dynamics - Thierry Vialar
160,49 inkl. MwSt

Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena.

This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics from various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing.

Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.

Investigation Methods of Complex and Chaotic Nonlinear Dynamics.- Nonlinear Theory.- Delay Model, SSA and Brownian Motion.- Statistics of Complex and Chaotic Nonlinear Dynamics: Invariants and Rare Events.- Nonlinear Processes and Discrimination.- Statistical and Topological Invariants and Ergodicity.- Spectral and Time-Frequency Theories and Waveforms: Regularity and Singularity.- Spectral and Time-Frequency Analyses and Signal Processing.- The Atomic Decompositions of Signals.- Economic Growth, Instability and Nonlinearity.- Evolution of Economic Growth Models.- Efficiency and Random Walk.

Erscheint lt. Verlag 11.5.2009
Vorwort Alain Goergen
Zusatzinfo XVI, 752 p.
Verlagsort Berlin
Sprache englisch
Maße 155 x 235 mm
Gewicht 1210 g
Themenwelt Wirtschaft Allgemeines / Lexika
Wirtschaft Volkswirtschaftslehre Ökonometrie
Schlagworte Chaotic, Complex Dynamics • Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika • hyperbolicity • Komplexität • MATLAB • Nichtlineare Dynamik • Nonlinear • Quantitative Finance • Simulation • Singularity • Statistica • Waveforms, Signal
ISBN-10 3-540-85977-2 / 3540859772
ISBN-13 978-3-540-85977-2 / 9783540859772
Zustand Neuware
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