Multifractals and 1/ƒ Noise Wild Self-Affinity in Physics (1963–1976) / by Benoit B. Mandelbrot.
Certain noises, many aspects of turbulence, and almost all aspects of finance exhibit a level of temporal and spatial variability whose "wildness" impressed itself vividly upon the author, Benoit Mandelbrot, in the early 1960's. He soon realized that those phenomena cannot be describe...
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