书目名称 | Chaos: A Statistical Perspective |
编辑 | Kung-Sik Chan,Howell Tong |
视频video | http://file.papertrans.cn/224/223916/223916.mp4 |
概述 | First book on chaos from a statistical perspective |
丛书名称 | Springer Series in Statistics |
图书封面 |  |
描述 | It was none other than Henri Poincare who at the turn of the last century, recognised that initial-value sensitivity is a fundamental source of random ness. For statisticians working within the traditional statistical framework, the task of critically assimilating randomness generated by a purely de terministic system, often known as chaos, is an intellectual challenge. Like some other statisticians, we have taken up this challenge and our curiosity as reporters and participants has led us to investigate beyond the earlier discoveries in the field. Earlier statistical work in the area was mostly con cerned with the estimation of what is sometimes imprecisely called the fractal dimension. During the different stages of our writing, substantial portions of the book were used in lectures and seminars. These include the DMV (German Mathematical Society) Seminar Program, the inaugural session of lectures to the Crisis Points Project at the Peter Wall Institute of Advanced Stud ies, University of British Columbia and the graduate courses on Time Series Analysis at the University of Iowa, the University of Hong Kong, the Lon don School of Economics and Political Science, and the Chin |
出版日期 | Book 2001 |
关键词 | correlation; deterministic chaos; dynamical systems; ergodicity; mathematical statistics; mathematics; sta |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4757-3464-5 |
isbn_softcover | 978-1-4419-2936-5 |
isbn_ebook | 978-1-4757-3464-5Series ISSN 0172-7397 Series E-ISSN 2197-568X |
issn_series | 0172-7397 |
copyright | Springer-Verlag New York 2001 |