Innovation Approach To Random Fields, An: Application Of White Noise Theory
Book Details
Format
Hardback or Cased Book
ISBN-10
9812380957
ISBN-13
9789812380951
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
SG
Country of Publication
GB
Publication Date
Jul 16th, 2004
Print length
204 Pages
Product Classification:
Stochastics
Ksh 17,100.00
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An exploration of random fields. The authors use an approach that firstly constructs innovation, which is the most elemental stochastic process with a basic and simple way of dependence, and then they express the given field as a function of the innovation.
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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