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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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Pubblicazione: | Singapore ; ; London, : World Scientific, c2004 |
Edizione: | 1st ed. |
Descrizione fisica: | 1 online resource (204 p.) |
Disciplina: | 519.23 |
Soggetto topico: | Stochastic analysis |
Random fields | |
Altri autori: |
SiSi
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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 ![]() |
ISBN: | 1-281-87696-8 |
9786611876968 | |
981-256-538-8 | |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910822690203321 |
Lo trovi qui: | Univ. Federico II |
Opac: | Controlla la disponibilità qui |