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Benoit Mandelbrot
"Top Fourteen" KEY PAPERS
VIRTUAL SELECTA
To help organize this homesite
http://www.math.yale.edu/mandelbrot
this webbook collects links to fourteen articles
that arguably acquired the greatest influence.
TABLE OF CONTENTS
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32 |
WWW K & P. E3. M 1963e. New methods in statistical
economics.
The Journal of Political Economy: 71,
421-440.
[ PDF
(499 KB) ]
• Reprint: Bulletin of the International Statistical Institute,
34th Session, Ottawa: 40, (book 2), 1964, 699-720.
• Reprint: Vilfredo Pareto: Critical Assessments, Edited
by John C. Wood & Michael McLure. London: Routledge, 1999, IV,
241-263.
• Reprint: Forecasting Financial Markets. Edited by
Terence C. Mills. The International Library of Critical Writings
in Economics. Series Editor: Mark Blaug. Cheltenham UK: Edward
Elgar, 2002.
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33 |
WWW K & P. E14. M 1963b. The variation of certain
speculative prices.
The Journal of Business of the University of Chicago: 36,
394-419.
[ PDF
(1.09 MB) ]
• Photographic reprint followed by discussions by Eugene
F. Fama and Paul H. Cootner: The Random Character of Stock Market
Prices. Edited by Paul H. Cootner. Cambridge, MA: MIT Press,
1964, 297-337.
• E14. Separately published abstract: Econometrica:
31, 1963, 757-758.
• E14. Addendum: Linear regression with non-normal
error terms: a comment. Review of Economics and Statistics:
53, 1971, 205.
• Addendum: Correction of an error in “The variation
of certain speculative prices”. Journal of Business of
the University of Chicago: 45, 1972, 542-543.
[ PDF (564
KB) ]
• Citation Classic. Current Contents: 14,
1982, 20.
• Photographic reprint: Futures Markets. Three volumes
edited by A. G. Malliaris. Cheltenham UK: Edward Elgar, 1996. 2,
173-198.
• Reprint: Classic Futures: Lessons from the Past for
the Electronic Age. Edited by Lester Telser. London: Risk Books.
2000, 649-683.
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47 |
WWW K. M 1967s. How long is the coast of Britain?
Statistical self-similarity and fractional dimension. Science:
156, 636-638.
[ PDF
(31.2 KB) ]
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52 |
WWW K. H11. M & John W.
VAN NESS 1968. Fractional Brownian motions, fractional noises and
applications. SIAM Review: 10, 422-437.
[ PDF (86
KB) ]
• Critique of a would-be improvement: On an eigenfunction
expansion and on fractional Brownian motions. Lettere al Nuovo
Cimento: 33, 1982, 549-550.
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57 |
WWW K. H25. M & James R. WALLIS 1969. Robustness
of the rescaled range R/S in the measurement of noncyclic long-run
statistical dependence. Water Resources Research: 5,
967-988.
[ PDF
(1.74 MB) ]
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64 |
WWW K & M. N14. M 1972i. Possible refinement
of the lognormal hypothesis concerning the distribution of energy
dissipation in intermittent turbulence. Statistical Models and
Turbulence (La Jolla, California). Edited by Murray Rosenblatt
& Charles Van Atta (Lecture Notes in Physics 12).
New York: Springer, 333-351. [ PDF
(774 KB) ]
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70 |
WWW K. N15. M 1974f. Intermittent turbulence
in self-similar cascades; divergence of high moments and dimension
of the carrier. Journal of Fluid Mechanics: 62,
331-358.
[ PDF
(477 KB) ]
• Excerpt: The Wolf Prizes for Physics. Edited by
T.W.B. Kibble. Singapore, World Scientific, 2003.
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75 |
WWW K. H18. M 1975f. On the geometry of homogeneous
turbulence, with stress on the fractal dimension of the isosurfaces
of scalars. Journal of Fluid Mechanics: 72,
401-416.
[ PDF
(1.41 MB) ]
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76 |
WWW K. H19. M 1975w. Stochastic models for the
Earth's relief, the shape and the fractal dimension of the coastlines,
and the number-area rule for islands. Proceedings of the National
Academy of Sciences (USA): 72, 3825-3828.
[ PDF
(1.33 MB) ]
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89 |
WWW K. C. M 1980n. Fractal aspects of the iteration
of z -> λ z (1-z) for complex λ and z. Non-Linear
Dynamics (New York, 1979). Edited by Robert H. G. Helleman. Annals
of the New York Academy of Sciences: 357, 249-259.
• Abstract: Non-linear random dynamics and fractal attractors.
Proceedings of the XIVth International Conference on Thermodynamics
and Statistical Mechanics (Statphys 14), August 1980, Edmonton,
Alberta, Canada.
• Letter to the Editor. Scientific American: July
1982, 8.
• Excerpt: A fractal attractor, and why it may matter. Physics
as Natural Philosophy: A Festschrift for Laszlo Tisza. Edited
by Herman Feshbach & Abner Shimony, Cambridge, MA: MIT Press,
1982, front jacket and pp. 3-6.
• Excerpt: The Wolf Prizes for Physics. Edited by
T.W.B. Kibble. Singapore: World Scientific, 2003.
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113 |
WWW K. H22,23,24. M 1986t. Self-affine fractal
sets, I: The basic fractal dimensions, II: Length and area measurements,
III: Hausdorff dimension anomalies and their implications. Fractals
in Physics (Trieste, 1985). Edited by Luciano Pietronero &
Erio Tosatti, Amsterdam: North-Holland, 3-28.
• Part 1 [ PDF
(246 KB) ]
• Part 2 [ PDF
(143 KB) ]
• Part 3 [ PDF
(531 KB) ]
• Reprint of Part I: Dynamics of Fractal Surfaces.
Edited by Fereydoon Family & Tamas Vicsek. Singapore: World
Scientific, 1991, 21-36.
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174 |
WWW K, M & P. M 2001c. Scaling in financial
prices, III: Cartoon Brownian motions in multifractal time. Quantitative
Finance: 1, 427-440.
[ PDF
(224 KB) ]
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175 |
WWW K, M & P. M 2001d. Scaling in financial
prices, IV: Multifractal concentration. Quantitative Finance:
1, 641-649.
[ PDF
(205 KB) ]
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182 |
WWW K & M. Julien BARRAL, Marc-Olivier COPPENS,
& M 2003. Multiperiodic multifractal martingale measures. Journal
des mathématiques pures et appliquée, in the press.
[ PDF
(0.98 MB) ]
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