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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Takeyuki, Hida
Otros Autores: Si, Si
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; London : World Scientific, ©2004.
Temas:
Acceso en línea:Texto completo
Descripción
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.
Descripción Física:1 online resource (xiii, 189 pages)
Bibliografía:Includes bibliographical references and index.
ISBN:9812380957
9789812380951
9812565388
9789812565389
1281876968
9781281876966