Innovation Approach To Random Fields, An: Application Of White Noise Theory
Seiten
2004
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-238-095-1 (ISBN)
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-238-095-1 (ISBN)
An exploration of random fields. The authors use an approach that firstly constructs innovation, which is the most elemental stochastic process with a basic and simple way of dependence, and then they express the given field as a function of the innovation.
A random field is a mathematical model of evolutional fluctuating complex systems parametrized by a multi-dimensional manifold like a curve or a surface. As the parameter varies, the random field carries much 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 elemental stochastic process with a basic and simple way of dependence, and then express the given field as a function of the innovation. They therefore establish an infinite-dimensional stochastic calculus, in particular a stochastic variational calculus. The analysis of functions of the innovation is essentially infinite-dimensional. The authors use not only the theory of functional analysis, but also their new tools for the study.
A random field is a mathematical model of evolutional fluctuating complex systems parametrized by a multi-dimensional manifold like a curve or a surface. As the parameter varies, the random field carries much 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 elemental stochastic process with a basic and simple way of dependence, and then express the given field as a function of the innovation. They therefore establish an infinite-dimensional stochastic calculus, in particular a stochastic variational calculus. The analysis of functions of the innovation is essentially infinite-dimensional. The authors use not only the theory of functional analysis, but also their new tools for the study.
Background; Probabilistic Properties of Random Fields; Gaussian Random Fields; Some Non-Gaussian Random Fields; Variational Calculus for Random Fields; Innovation Approach; Reversibility; Applications.
| Erscheint lt. Verlag | 16.7.2004 |
|---|---|
| Verlagsort | Singapore |
| Sprache | englisch |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Algebra |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| ISBN-10 | 981-238-095-7 / 9812380957 |
| ISBN-13 | 978-981-238-095-1 / 9789812380951 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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