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

Format:

Book

Author/Creator:

Takeyuki, Hida.

Contributor:

Si, Si.

Language:

English

Subjects (All):

Stochastic analysis.

Random fields.

Physical Description:

1 online resource (204 p.)

Edition:

1st ed.

Place of Publication:

Singapore ; London : World Scientific, c2004.

Language Note:

English

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

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

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786611876968

9781281876966

1281876968

9789812565389

9812565388

OCLC:

475947829