Methods of Analysis

Introduction

We must recall some definition of some quantities which we introduced in different courses and which are important in this courses :

  • : Largest scale

  • : Smallest scale or scale of observation

  • : The resolution

  • : Statistical moment function

  • : Conservative quantity at resolution

  • : Hurst exponent

  • : characterizes the homogeneity of the mean singularity

  • : Levy index

K(q) -qH= \left \{ \begin{array}{l} \frac{C_1}{\alpha-1}(q^\alpha -q) \quad \alpha\neq1 \\ \quad \\ C_1 q \log(q) \quad \alpha = 1 \end{array} \right.
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