Mandelbrot i l'atzar

Authors

  • Rosario Delgado de la Torre
  • Maria Jolis
  • Frederic Utzet Civit

Abstract

In this paper we analyze the contribution of Benoît Mandelbrot, considered the father of fractal geometry, to different applications of mathematics in areas where randomness appears, such as linguistics, hydrology, finance or teletraffic engineering. To this end we introduce some basic concepts and relationships of his work, developed over more than half a century, that are now part of the body of the general scientific knowledge. We focus mainly on the power law, self-similarity, long memory and heavy tails. We also present in some detail the fractional Brownian motion, which Mandelbrot popularized within the scientific community in a famous paper of 1968. The fractional Brownian motion is the simplest stochastic process that has the properties of self-similarity and long memory, thus being an ideal model in many situations.

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Published

2013-03-20

How to Cite

Delgado de la Torre, R., Jolis, M., & Utzet Civit, F. (2013). Mandelbrot i l’atzar. Butlletí De La Societat Catalana De Matemàtiques, 27(2), 121–160. Retrieved from https://revistes.iec.cat/index.php/BSCM/article/view/79848.001

Issue

Vol. 27 No. 2 (2012)

Section

Articles

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