» Gaussian Self-Affinity and Fractals

Editorial Review for Gaussian Self-Affinity and Fractals:

Benoit Mandelbrot's pioneering research in fractal geometry has affected many areas of mathematics, physics, finance and other disciplines. The papers reprinted in this third volume of his Selected Works center on a detailed study of fractional Brownian functions, best known as the mathematical tools behind the celebrated fractal landscapes. Extensive introductory material preceding the reprints incorporates striking new observations and conjectures. This book explores the fractal themes of "self-affinity" and "globality." The ubiquity of "wild" temporal and spatial variability led Mandelbrot, in the early 1960's, to conclude that those phenomena lie beyond the usual statistical techniques and represent a new state of indeterminism. New mathematical tools are needed, and this book contributes to their development.