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.
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Stochastic analysis. |
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Random fields.
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Random fields. |
Genre/Form |
Electronic books.
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Added Author |
Si, Si.
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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) |
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9789812380951 (cased) |
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9812565388 (electronic book) |
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9789812565389 (electronic book) |
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1281876968 |
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9781281876966 |
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