LEADER 02685nam 2200613Ia 450 001 9910450111703321 005 20200520144314.0 010 $a1-281-87696-8 010 $a9786611876968 010 $a981-256-538-8 035 $a(CKB)1000000000033224 035 $a(EBL)238337 035 $a(OCoLC)475947829 035 $a(SSID)ssj0000179483 035 $a(PQKBManifestationID)11168950 035 $a(PQKBTitleCode)TC0000179483 035 $a(PQKBWorkID)10137733 035 $a(PQKB)11541647 035 $a(MiAaPQ)EBC238337 035 $a(WSP)00005046 035 $a(PPN)164300821 035 $a(Au-PeEL)EBL238337 035 $a(CaPaEBR)ebr10088382 035 $a(CaONFJC)MIL187696 035 $a(EXLCZ)991000000000033224 100 $a20030711d2004 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 13$aAn innovation approach to random fields$b[electronic resource] $eapplication of white noise theory /$fTakeyuki Hida, Si Si 210 $aSingapore ;$aLondon $cWorld Scientific$dc2004 215 $a1 online resource (204 p.) 300 $aDescription based upon print version of record. 311 $a981-238-095-7 320 $aIncludes bibliographical references and index. 327 $aPreface; 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 330 $aA 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 606 $aStochastic analysis 606 $aRandom fields 608 $aElectronic books. 615 0$aStochastic analysis. 615 0$aRandom fields. 676 $a519.23 700 $aTakeyuki$b Hida$0977099 701 $aSi$b Si$0868938 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910450111703321 996 $aAn innovation approach to random fields$92225872 997 $aUNINA