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Bestseller
BestsellerE-book
Author Takeyuki, Hida.

Title An innovation approach to random fields : application of white noise theory / Takeyuki Hida, Si Si.

Publication Info. Singapore ; London : World Scientific, [2004]
©2004

Item Status

Description 1 online resource (xiii, 189 pages)
Physical Medium polychrome
Description text file
Bibliography Includes bibliographical references and index.
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.
Summary 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.
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Stochastic analysis.
Stochastic analysis.
Random fields.
Random fields.
Genre/Form Electronic books.
Added Author Si, Si.
Other Form: Print version: Hida, Takeyuki, 1927- Innovation approach to random fields. Singapore ; River Edge, NJ : World Scientific, ©2004 9812380957 (OCoLC)56877664
ISBN 9812380957 (cased)
9789812380951 (cased)
9812565388 (electronic book)
9789812565389 (electronic book)
1281876968
9781281876966