An innovation approach to random fields : application of white noise theory /
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 app...
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| Format: | Licensed eBooks |
| Language: | English |
| Published: |
Singapore ; London :
World Scientific,
©2004.
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| Online Access: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=137586 |
| Summary: | 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. |
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| Physical Description: | 1 online resource (xiii, 189 pages) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9812380957 9789812380951 9812565388 9789812565389 1281876968 9781281876966 |