| Description |
1 online resource (xiii, 189 pages) |
| Contents |
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 |
| 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 |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Print version record |
| Subject |
Stochastic analysis.
|
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Random fields.
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Random noise theory.
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MATHEMATICS -- Probability & Statistics -- Stochastic Processes.
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Random noise theory
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Random fields
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Stochastic analysis
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Analyse stochastique.
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Champs aléatoires.
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Bruit aléatoire, Théorie du.
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| Form |
Electronic book
|
| Author |
Si, Si
|
| ISBN |
9812380957 |
|
9789812380951 |
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9812565388 |
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9789812565389 |
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1281876968 |
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9781281876966 |
|
