15 Sep 2009; Mat-Nat Faculty (UiTø), room U7=A152. Tuesday 12:15-14:00.

Martin Rypdal

"Multi-fractal stochastic processes – A short review of the subject"

Multi-fractal analysis of time series is becoming increasingly popular in physics, finance, biology and geology. In this talk we will look at the main ideas behind these techniques from three different viewpoints: Signal analysis, stochastic processes and measure theory. I will focus mainly on describing the situations where rigorous mathematical results are known.