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An innovation approach to random fields [[electronic resource] ] : application of white noise theory / / Takeyuki Hida, Si Si



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Autore: Hida Takeyuki <1927-2017.> Visualizza persona
Titolo: An innovation approach to random fields [[electronic resource] ] : application of white noise theory / / Takeyuki Hida, Si Si Visualizza cluster
Pubblicazione: Singapore ; ; London, : World Scientific, c2004
Descrizione fisica: 1 online resource (204 p.)
Disciplina: 519.23
Soggetto topico: Stochastic analysis
Random fields
Altri autori: SiSi  
Note generali: Description based upon print version of record.
Nota di bibliografia: Includes bibliographical references and index.
Nota di contenuto: 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
Sommario/riassunto: 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
Titolo autorizzato: An innovation approach to random fields  Visualizza cluster
ISBN: 1-281-87696-8
9786611876968
981-256-538-8
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910783223503321
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