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An Innovation Approach To Random Fields : Application Of White Noise Theory.
A random field is a mathematical model of evolutional fluctuatingcomplex systems parametrized by a multi-dimensional manifold like acurve or a surface. As the parameter varies, the random field carriesmuch information and hence it has complex stochastic structure. The authors of this book use an app...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific,
2004.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | A random field is a mathematical model of evolutional fluctuatingcomplex systems parametrized by a multi-dimensional manifold like acurve or a surface. As the parameter varies, the random field carriesmuch information and hence it has complex stochastic structure. The authors of this book use an approach that is characteristic:namely, they first construct innovation, which is the most elementalstochastic process with a basic and simple way of dependence, and thenexpress the given field as a function of the innovation. Theytherefore establish an infinite-dimensional stochastic calculus, inpartic. |
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| Descripción Física: | 1 online resource (204 pages) |
| Bibliografía: | Includes bibliographical references (pages 181-185) and index. |
| ISBN: | 9789812565389 9812565388 1281876968 9781281876966 9786611876968 6611876960 |