02650nam 2200613Ia 450 991082269020332120200520144314.01-281-87696-89786611876968981-256-538-8(CKB)1000000000033224(EBL)238337(OCoLC)475947829(SSID)ssj0000179483(PQKBManifestationID)11168950(PQKBTitleCode)TC0000179483(PQKBWorkID)10137733(PQKB)11541647(MiAaPQ)EBC238337(WSP)00005046(Au-PeEL)EBL238337(CaPaEBR)ebr10088382(CaONFJC)MIL187696(PPN)164300821(EXLCZ)99100000000003322420030711d2004 uy 0engur|n|---|||||txtccrAn innovation approach to random fields application of white noise theory /Takeyuki Hida, Si Si1st ed.Singapore ;London World Scientificc20041 online resource (204 p.)Description based upon print version of record.981-238-095-7 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; IndexA 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, inparticStochastic analysisRandom fieldsStochastic analysis.Random fields.519.23Takeyuki Hida1763108Si Si1662707MiAaPQMiAaPQMiAaPQBOOK9910822690203321An innovation approach to random fields4203377UNINA