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

• Autore: Takeyuki Hida
• 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
• 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