Innovation Approach To Random Fields, An: Application Of White Noise Theory
A random field is a mathematical model of evolutional fluctuating complex systems parametrized by a multi-dimensional manifold like a curve or a surface. As the parameter varies, the random field carries much 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 elemental stochastic process with a basic and simple way of dependence, and then express the given field as a function of the innovation. They therefore establish an infinite-dimensional stochastic calculus, in particular a stochastic variational calculus. The analysis of functions of the innovation is essentially infinite-dimensional. The authors use not only the theory of functional analysis, but also their new tools for the study.
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Innovation Approach To Random Fields, An: Application Of White Noise Theory
A random field is a mathematical model of evolutional fluctuating complex systems parametrized by a multi-dimensional manifold like a curve or a surface. As the parameter varies, the random field carries much 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 elemental stochastic process with a basic and simple way of dependence, and then express the given field as a function of the innovation. They therefore establish an infinite-dimensional stochastic calculus, in particular a stochastic variational calculus. The analysis of functions of the innovation is essentially infinite-dimensional. The authors use not only the theory of functional analysis, but also their new tools for the study.
114.0
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Innovation Approach To Random Fields, An: Application Of White Noise Theory
204
Innovation Approach To Random Fields, An: Application Of White Noise Theory
204Hardcover
$114.00
114.0
In Stock
Product Details
| ISBN-13: | 9789812380951 |
|---|---|
| Publisher: | World Scientific Publishing Company, Incorporated |
| Publication date: | 07/16/2004 |
| Pages: | 204 |
| Product dimensions: | 6.10(w) x 9.00(h) x 0.70(d) |
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