An innovation approach to random fields: application of white noise theory
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Bibliographic Details
Main Author: Takeyuki, Hida (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific c2004
Subjects:
Online Access:FAW01
FAW02
Volltext
Item Description:Includes bibliographical references and index
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
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
Physical Description:1 Online-Ressource (xiii, 189 p.)
ISBN:1281876968
9781281876966
9789812380951
9789812565389
9812380957
9812565388

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