Level sets and extrema of random processes and fields /

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Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Azaïs, Jean-Marc, 1957-
Other Authors: Wschebor, Mario
Format: Electronic eBook
Language:Inglés
Published: Hoboken, N.J. : Wiley, ©2009.
Subjects:
Gaussian processes.
Level set methods.
Random fields.
Stochastic processes.
Stochastic Processes
Processus gaussiens.
Méthodes d'ensembles de niveaux.
Champs aléatoires.
Processus stochastiques.
MATHEMATICS > Probability & Statistics > Stochastic Processes.
Gaussian processes
Level set methods
Random fields
Stochastic processes
Online Access:Texto completo
Table of Contents:
  • LEVEL SETS AND EXTREMA OF RANDOM PROCESSES AND FIELDS; CONTENTS; PREFACE; INTRODUCTION; 1 CLASSICAL RESULTS ON THE REGULARITY OF PATHS; 2 BASIC INEQUALITIES FOR GAUSSIAN PROCESSES; 3 CROSSINGS AND RICE FORMULAS FOR ONE-DIMENSIONAL PARAMETER PROCESSES; 4 SOME STATISTICAL APPLICATIONS; 5 THE RICE SERIES; 6 RICE FORMULAS FOR RANDOM FIELDS; 7 REGULARITY OF THE DISTRIBUTION OF THE MAXIMUM; 8 THE TAIL OF THE DISTRIBUTION OF THE MAXIMUM; 9 THE RECORD METHOD; 10 ASYMPTOTIC METHODS FOR AN INFINITE TIME HORIZON; 11 GEOMETRIC CHARACTERISTICS OF RANDOM SEA WAVES; 12 SYSTEMS OF RANDOM EQUATIONS.

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