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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Hida, Takeyuki
Format: Electronic eBook
Language:Inglés
Published: Singapore : World Scientific, 2004.
Subjects:
Stochastic analysis.
Random fields.
Random noise theory.
Analyse stochastique.
Champs aléatoires.
Théorie du bruit aléatoire.
Random noise theory
Random fields
Stochastic analysis
Online Access:Texto completo
Table of Contents:
  • Preface; Contents; 1. Introduction; 2. White Noise; 3. Poisson Noise; 4. Random Fields; 5 Gaussian Random Fields; 6 Some Non-Gaussian Random Fields; 7 Variational Calculus For Random Fields; 8 Innovation Approach; 9 Reversibility; 10 Applications; Appendix; Epilogue; List of Notations; Bibliography; Index.

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