Rescaled range analysis and the fractal dimension of pi

P. Vanouplines

University Library, Free University Brussels,
Pleinlaan 2, 1050 Brussels, Belgium

Rescaled range analysis

The basis of the rescaled range analysis was laid by Hurst (1965). Mandelbrot and Wallis (1968, 1969a, 1969b, 1969c, 1969d, 1969e and 1971) examined and further elaborated the method. Feder (1988) gives an excellent overview of the history, theory and applications, and adds some more statistical experiments. These nine papers were used to develop the present chapter.

This chapter contains the following paragraphs:

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Last updated on Sunday 19 November 1995.
©Patrick Vanouplines.