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Record Nr. |
UNINA9910822690203321 |
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Autore |
Takeyuki Hida |
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Titolo |
An innovation approach to random fields : application of white noise theory / / Takeyuki Hida, Si Si |
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Pubbl/distr/stampa |
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Singapore ; ; London, : World Scientific, c2004 |
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ISBN |
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1-281-87696-8 |
9786611876968 |
981-256-538-8 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (204 p.) |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Stochastic analysis |
Random fields |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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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Sommario/riassunto |
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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 |
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